The first dot is fine. theproblem appears to be you have no leading / in the too path ie.

mv ./MyDocs/.documents/gnokii /var/lib/install/usr/bin/gnokii

or

mv MyDocs/.documents/gnokii /var/lib/install/usr/bin/gnokii

The shell is reporting 'No such file or directory' for your 'Too' path, the "current directory" does not have a var directory, var is under root hence /var. The shorthand './' in the 'From' path just means current directory.

Edit: paths corrected and of course you must be in root ( both SeRi@lDiE and TA-t3 are correct