I originally Purchased sonar X3 and downloaded it onto my laptop, now I have a desktop. I want reinstall X3 to my desktop.
 
Do I re download X3 or is it easier to just transfer from one device to another? 
 
Thanks

Do you not have the original download files?  
 
If so just install it on the desktop, the licence agreement permits you to install on more than one machine as long as only one machine is in use at any one time.

Another way of answering this, if I deem you are asking to transfer all the Sonar folders and files you see in the 'Program Files' directory to another computer, then no.
You must install by executing the setup.exe of the original download, or (CD); this writes to the registry and all of that which is required to make a complex program work. 

If you didn't save the download file, download it again.
It must be installed from the setup files from the website- there is no way to transfer the program itself from one computer to another.