I would like to migrate our current forum to Vanilla.
Is there any docs or steps to follow?
Yes, at the top of this page, there is a link "documentation". You can get lots of good info. Here is the info you want: http://vanillaforums.com/blog/help/importing-data/. You can also have the Vanilla team do it for you for a fee: http://vanillaforums.com/solutions#migration
Good luck you are making the right choice with Vanilla.