Sound Forge 2 ????? Typo ??????
Direct X presets and Fx chains can be saved/moved/restored using the legacy Sony Preset Manager 2.0. Alternately, you could copy registry entries and files from the Appdata system folder but the free PM2 is significantly faster, easier and works on all SF versions. PM2 can be downloaded here, from the Sony archives and other websites.

If you are referring to a SF version that supports VST, VST <.fxp> preset files can be copy/pasted like most other garden variety files. PM2 also saves VST plug-in presets in a chain.. but not singularly.

btw, welcome to the Magix Sound Forge users community @Chris-Berry.