It is very simple, in object manager on the top right you have a menu: file+merdge object and just finds the location of your material and merge in your current scene.
If you have opened material in a new scene, you just click on your material and pres CTRL+C and go into your scene and just paste using CTRL+V.
One important thing is if you have some bitmap, jpg file like some kind of texture in diffuse, reflection, refraction... Chanel sometimes have problem wit losing path to that texture but the solution I simple just reload path.