How can I copy files from one domain directory to another ?
You'll need root privileges to copy the files using the cp command. For example, you could copy one directory to another place by running: cp -R /home/dave/public_html/photos/ /home/john/public_html/images/.
For more information on the cp command, type man cp from the command line.
Otherwise, you could use the File Manager in cPanel to download the files you wish to copy. Then log into the other domain's account and use the File Manager to upload the files to that account.