Yes and no...
If the program was compiled statically, meaning all required libraries are within the executable, then it is likely you can just copy it over. However, since it's not very likely this is so, there'll be a bit more work involved. As root, type:
Where file is the program you want to copy over. ldd will tell you what libs it uses when it is ran, you can then try copying those as well and then try running it from the other system, however I don't know if this'll work very well unless the 2 boxes are very close in setup and hardware.
Also depends on how in depth the program is, what it was compiled with, and kernel options as well as GCC options on each box.