can we transfer sql database backup from one server to another server directly? I want to transfer sql database from one server to another server directly, instead taking back up of that database and copy that back up in another server and then restore it.

Please tell me, Is there any way to do it?
Your options are pretty limited.

You can create a shell database and then use something like SQL Compare from RedGate to compare the schema and migrate the schema.  Then possibly do a Data Compare to script out the data and migrate it.

Alternatively, you could use the export option in SQL Server to export a bunch of tables which will recreate the tables on the destination.  The downside here is that FKs and other constraints can get muddled.

Another option is to use replication.  Unfortunately, that means you must backup the database and restore it to the destination server.

And then there is the copy database wizard as mentioned by shanky.

My preference is to use backup/restore.