How do I transfer all my configurations to the Staging server?
You would take a database dump of the core_config_data table from the development server and import it into your staging server database.
On Dev:
mysqldump -uuser -ppassword database_name core_config_data > core_config_data_dev.sql
On Staging
mysql -uuser -ppassword database_name < core_config_data_dev.sql
Clear caches etc.
But as @Peter O'Callaghan commented there will be something you want to change such as url, you can use find and replace to change the main thing which is the url before importing.
Also I agree the best way to handle this is some sort of configuration management such as installers, internally we have a file configuration module which allows you to define system configurations in .yaml and apply via the Magento command, hopefully I will get approval to opensource it at some point.