In general that will work as long as copy the database means make a backup of it and restore the backup to a new db, you cannot copy objects like tables from one db to another, it has to be a backup and restore process.
The note about different data dlls refers to using other database pllatforms ie MySql, PostgreSql, Firebird Sql, SQL CE or SQLite, not about using different MS SQL databases.
See also Moving an Installation of mojoPortal to a Different Server