Is it helpful to tell a university that I have admission and scholarship from another university?
Yes, but with caution.

The basic premise is, if you're an outstanding applicant, it's conceivable the admissions people at the lower-ranked institute think it's pointless to accept you because you're going to decline the offer anyway. If you've been accepted at Harvard but rejected at Saint Mary's, chances are that happened. In that case you can send them your Harvard acceptance letter and tell them why you really would rather attend Saint Mary's. Similarly, if Saint Mary's accepts you but doesn't give you much funding, then sending them your Harvard acceptance letter with full scholarship is likely to make Saint Mary's add more dollars to your application as well.

Before Saint Mary's makes a decision however, I would not send in the Harvard acceptance letter, because it's irrelevant.