This is not the way SQLyog backups work. With SQLyog you do not store the back up on the server, but on the client. SQLyog (as any other client of its type) does not use the 'mysqldump' program of any other server-side backup routine.
so just do like this:
1: connect to one server and perform the backup
2: connect to another server and restore (tools .. restore from SQLdump).