[1] On the right of the entire thread, there is a little check marker icon, if you check mark the thread you wish to move, it will be selected and it will indicate it's ready to be moved by showing a check mark on it:
[2] Then to move the thread, go down to Moderator Tools:
[3] Find "Move Threads", and select that, and hit "Process"
[4] This is where you need to decide whether you want the thread to redirect, or not redirect. Redirecting will basically leave the thread in the same location where it is at, but it will leave a redirect link that goes to where the thread will be moved to.
Personally, I choose to have redirect off, because it look like cancer. So now you need to choose the destination on where you want your thread to be, so you need to select the drop down menu and find a place to put it.
Moving to somewhere, where it shouldn't be could get you a infraction on forums, so always be careful when moving threads.
[5] As you can tell from this picture, the way the forums works is that everything below the section you are in, is caved out or more to the right, those are called your subsections. Once you've selected your new thread location, hit "Move Threads":