I have moved the file to the specified location and asked whether to overwrite it, but nothing happened in the game.
Again, make sure you're reading the guide carefully. The file just transfers over details of how you played the first game (it's written every time you finish that game). You can also "cheat" and just edit the numbers yourself, it's just plain text. The numbers have to match certain values for the scene to trigger. In addition, it doesn't trigger the FIRST time you enter Haven and walk past the alley, but the SECOND, after you've talked to Scratch and done a bunch of things.
Yes, assuming you have the right switches set in the DataCrystal file, you have to go on the first "mission", and then the alley scene triggers once you walk past it. Keep in mind, we also have a text walkthrough/guide stickied here, so feel free to check that. Even I do sometimes when I'm going back to test something.