Hi raf you should use a toolkit provided in 2013 or 2013R2 to achieve it.
Firstly you cannot directly migrate from NAV 2009R2 to NAV 2015. First you need to migrate to 2013 or 2013R2 and then only for 2015.
If you wish to go with 2013R2 first then,
You should import the object “Upgrade601701.1.fob” from NAV 2013R2 dvd folder and then you can migrate the data.
Please follow this links it might be helpful for you.
It is possible using powershell. You can export a company from one database and import a company to another database.
Try to use powershell cmdlets “Export-NAVData”, “Import-NAVData” and “Get-NAVDataFile”