I found it. On the campaign victory screen, you have to click on the Army core icon, then you see the option to export core force. Once you have an exported core force, when you start a new scenario, you see the option to import the core force.

I thought I read somewhere that we can import a core force from a previous scenario, but I can't figure out how to do it. I just finished Red Star and I'm starting Red Steel. Is there a way to bring some of my experienced CORE units into Red Steel? Thanks!