It is impossibe to copy or move files or folders from one MyCloud to another within the same network without passing the data trough the phone or the PC. Both MyClouds are visible in the app and you can start the copy procedure. But the activity log shows up an error.
The WD support confirmed that this function is not supposed to work and suggested that I should start an inquiry here.
Would be nice if the programmers would implement this tiny little feature which would help me saving a lot of time!