load your savegame in CK2 as if you were going to continue playing it. press ESC and on that menu there is a convert save button. it will take a few minutes but after its done you will find the files in My Documents\Paradox Interactive\Crusader Kings II\eu4_export\
copy the mod folder within eu4_export to My Documents\Paradox Interactive\Europa Universalis IV\
now when you launch EU4 your CK2 savegame will be a mod you have to check in the games launcher.
No copy need to be done, the launcher should still find the exported game.