Hi,
You can export the URLs from JoomSEF 3 and import them again in JoomSEF 4.
But this doesn't mean that they will work correctly, because components in Joomla 2.5 use different URLs structure than in Joomla 1.5. So it's not even possible to correctly migrate all the URLs. For example the articles in Joomla 2.5 use totally different categories system.
Probably the best option is to set up JoomSEF 4 to generate the same SEF URLs as your JoomSEF 3 did and let them be generated again. However if you have some custom URLs in JoomSEF 3, you will need to migrate them manually.