1. please tell me the difference...could u also give example.
2. I don't know if this is misconception, i always thought that migrate is followed by preposition " to "...is it always? thanks! i.e."migrate to"
Emigrate- e for exit might help remember- it's leaving. I left the UK, so I emigrated from there. To the people where I live now, I have immigrated. Migration is just the movement.
You can migrate to or from, depending on whether you talk about the departure or the arrival.