How can I play missions made for the demo with OFP's retail version?

It's all rather simple. All you need to do is to rename the demo mission folders or files according to the retail version's file naming standards.

If the demo mission consists of a folder with one or more files, rename the folder (not the files) from mission_folder_name.demo to mission_folder_name.abel.

Similarly, if the demo mission consists of a single PBO type file, rename the file from mission_file_name.demo.pbo to mission_file_name.abel.pbo.

Note that some missions developed for OFP's demo version may not work as designed or may not work at all with the retail version.