If an user wish to transfer his domain and website to me, but domain and website is curently hosted with another hosting company, how to transfer his domain and website?

Assuming your both running cpanel for example, you would need root access to their server or they would need root access to yours, unlikely situation, and unlikely when your stealing 1 of thier customers they will co-operate.

Ok, I am stealing costumer, but if the costumer wants to transfer to me how to do that if current host will not cooperate

In this case, you need to ask your customer provide you his username/password in the current host, so you can copy his data from current server to yours by WHM. the current host will not know :)

but do this way if both servers are running WHM only. About other CPs, I think you need to download your customer's data to your PC first, then upload to your server.

regarding domain name: your clustomer can transfer his domain to you if it's over 60 days since he got it. Just create new account in your system for him, then make transfer order. The registrar will send a confirm message to your customer. He need to approve it. That's all :)