You can't directly transfer old game data from Kingdom Hearts 2 to a new game. Save data is tied to the specific console and memory card.
However, you can benefit from previous progress in these ways:
Important: Level Transfer only works on the same console and game version (e.g., PS2 to PS2, not PS2 to PS4).
Starting a new game means experiencing the story from the beginning, but with a head start on level and some items. Enjoy your new adventure!