QFX is a Web Connect file. In Quicken
, select File->Import->Web Connect
When you select the QFX file, you will be offered to choose existing account or create new account. Either one will work - you can just have the transactions under existing account or cut and paste transactions from new account to other account.
QFX files have INTU.BID - QFX bank identifier - it can be any 'allowed' bank and you can change it on the Settings tab in QIF2QFX
before saving the QFX file. If your bank is not listed, leave default value 3000 (Wells Fargo). The bank identifier is related only the QFX file - you will choose the account during import.