Corporate, academic and public networks are usually configured to prohibit devices from connecting to each other.
Home networks often allow devices to connect to each other, assuming that they have not been specifically configured to prevent this.
If you are on a home network and the two devices are not able to connect, then try the following procedure, which will usually resolve any temporary networking issues which may be preventing the two devices from discovering each other:
1. Turn the router and both phones off. Ensure that the router is disconnected from the power supply.
2. Wait for 30 seconds.
3. Turn the router back on and wait for 2 minutes.
Move both phones as close to the router as possible, but no closer than 6ft (approximately 2 m). Then turn on both of the phones and run the Copy My Data app on both phones.