Workflow phases represents collection of Stages to represent project life cycle.

Example of phases are :

1. Create- Project information is captured in this phase.
2. Select- A subset of projects are selected in this phase.
3. Plan- An execution plan will be detailed out
4. Manage - Execution are monitored
5. Measure- Workflow is finished.

For creating Workflow Phases using CSOM, there is a class in CSOM is PhaseCreationInformation.

Exporting: projectContext associated with exporting environment

//creating custom Phase class to store phase details
public class CPhase
{
	public string Description { get; set; }
	public Guid Id { get; set; }
	public string Name { get; set; }
}
	
//Workflow Phases loading...
projectContext.Load(projectContext.Phases);
projectContext.ExecuteQuery();

List<CPhase> lstPhase = new List<CPhase>();  //creating list to store to all phases

foreach (Phase phase in projectContext.Phases)
{
	CPhase passedPhase = new CPhase();
	passedPhase.Description = phase.Description;
	passedPhase.Id = phase.Id;
	passedPhase.Name = phase.Name;

	lstPhase.Add(passedPhase);   //Adding phase details to list
}

Importing: projectContext associated with importing environment

// Loading workflow phases from importing environment
projectContext.Load(projectContext.Phases);
projectContext.ExecuteQuery();

//Importing workflow phases to importing environment
Dictionary<string, Microsoft.ProjectServer.Client.Phase> cachedPhases = new Dictionary<string, Microsoft.ProjectServer.Client.Phase>();  //creating Dictionary to check existing phase
foreach (Microsoft.ProjectServer.Client.Phase phase in projectContext.Phases)
{
	cachedPhases.Add(phase.Name, phase);
}

Microsoft.ProjectServer.Client.PhaseCreationInformation phaseInfo = null;
for (int ip = 0; ip <  lstPhase.Count; ip++)
{
	try
	{
		if (cachedPhases.ContainsKey(Convert.ToString(lstPhase[ip].Name)))
		{
			// Phase already exists
		}
		else
		{
			#region Phase Creation
			phaseInfo = new Microsoft.ProjectServer.Client.PhaseCreationInformation();

			phaseInfo.Description = Convert.ToString(lstPhase[ip].Description);
			phaseInfo.Id = new Guid(lstPhase[ip].Id.ToString());
			phaseInfo.Name = Convert.ToString(lstPhase[ip].Name);

			projectContext.Phases.Add(phaseInfo);
			projectContext.Phases.Update();
			projectContext.ExecuteQuery();
			#endregion
		}
	}
	catch (Exception ex)
	{
	  //log exception
	}
}

Hope this code will help you. Thanks