GoDaddy has the ability to migrate a WordPress site from another hosting company, however, if it was privately hosted and you were sent the site in a .zip file (or you created it yourself) then here are some instructions. Create the new WordPress site on GoDaddy as a plain vanilla site and let it create the database and WP Content for you. Get the IP info and SFTP/SSH info to connect using your FTP client (like Filezilla)
Here are the steps:
Good Luck and call GoDaddy support if you get stuck. Open and then just save the Permalinks page if home page comes up but every other page is error.