This depends on your context. Are these sites within a site collection that you are trying to move between or are they different site collections?
If these are sub sites you can access the content and structure tool. Go to site settings and under site administration click "content and structure" from you can move items from one site library to another in the same site collection.
If you are doing it between site collections there is no such tool available from Office365. If you just need to move a few documents, the easy answer is just download and then re-upload them. If you have more than that, without using a script or other tool you can:
- You can open the destination and source library pages and the use the "open in explorer" option from the Ribbon.
- Drag your documents from source to the destination windows that are now open.
Note - you need to use Internet Explorer for the "open in explorer" option to work.