You can't directly transfer data, webservices would indeed be the preferred way of moving data between apps. You could probably start here but notice that the how-to section is not updated for the new features of 4.0 yet.
Taking this question together with your earlier question https://forum.mendix.com/questions/3866/Making-two-apps-what-can-I-reuse it sounds to me that you want to share modules and data, and synchronize future domain model changes, so why don't you combine the 2 apps into a single application.
You can design your application to segregate functionality based on security roles, have separate start pages based on roles, etc., while still sharing parts of the core data where needed, such as contact data.
I have done something similar with a Sales and Support application. When a sales person logs in they only see the Sales functionality, leads, prospects, quotes etc, while when a support person logs in they see none of that - they see support issues and change management. Behind the scenes they are using the same application and I can share whatever components are needed just through permissions.
This approach might be worth exploring for you. HTH