Individually imported furniture and textures are stored in Furniture-3-*.pref and Texture-3-*.pref files. You should copy them too, along with preferences.xml file.
furniture and textures subfolders contain only SH3F and SH3T files.

And, in my destination, which is Win7, is NO eteks folder in the Roaming path, instead the eteks folder sits in users/user/.

On my Win7 system, eTeks\Sweet Home 3D folders are created in C:\Users\user\AppData\Roaming, but as the root of eTeks folder is returned by a Java property, it's possible that it could change from a computer to an other (even if I would be astonished that it changes for a given system). Note also that AppData is hidden by default.

But this folder is used, as i can see some files being added to the work-subdirectory.

That could be a proof that it's the right folder, but this folder is also used when you run Sweet Home 3D from its portable version. You don't use that version, do you?
My suggestion would be to remove eTeks folder, and relaunch Sweet Home 3D to check if this folder is created again.