First, you might get better answers quicker from the EGuide forum.
'two servers": are they two SAS servers or two OS servers? To do a compare of two SAS datasets requires that both datasets be available to the same SAS server, though they didn't have to be created that way (EGuide uses PROC COMPARE to do the work).
Depending on your configuration, you can have two SAS servers that have common libraries. Another possibility is that you could do an OS copy of the file from one library to another to do the compare.