I have a running ePO server at a remote site with VSE, Application Control & Device Control.
Now, I have a few more systems at my office location, which will eventually be moved to the remote site to integrate with ePO.
Is it is possible to export the VSE, Application Control & Device Control software from the ePO server at the remote site, bring it to my location and deploy the software?
You can export/import or even share policies, as for the actual software - I believe you will need to manually add to the repository along with installing the software extensions
If I understand your question, you want to remotely install the software at a location that's not on your corporate network? If so, then yes, go to System Tree, click on "New Systems", and then select "Create and download agent installation package". This will create a customized agent installation package that you can run on a system that will configure the agent to talk back to the ePO server when it gets to the remote network. As for the other packages, you can just install them according to the Product Guide. The one issue you'll see is that they won't get the policies you've configured (and the settings they contain) until they can talk back to the ePO server. If my understanding is wrong, and your local network can talk to systems on the remote network, then just push the agent from the ePO server; you don't need to manually create a package and install it.
Your understanding is right and I am aware that I can export the McAfee agent from the ePO server. But how can I export the VSE client from ePO?
Can I install the local version of VSE agent and will it report to ePO server once I bring in into the ePO network later?
Yep, as I said, other (non-agent) packages can just be installed manually. Once the system comes online, the agent will contact the ePO server and get all your settings and configuration. Until they come on the network, they will have the default settings for the product, and will update its signatures directly from McAfee.