Nintex workflow offers several actions out of the box that allows you to manage documents, however moving them across site collections is a bit tricky with permissions etc. You could look at rest end points for accessing the document, storing it locally and then loading it somewhere else. The other option is using the content hub to move documents around. This is possible to do, just may not be as easy or straightforward.

Hello Harris, I'm trying to move documents with versions from one folder to another at the same site collection , by using "Office 365 send document to repository" but its sending me an error. Even I have this feature enabled "Workflows can use app permissions" and the user connections have also right permissions. Any help or suggestion will be appreciated. Many thanks

Many Thanks for your quick reply. Alan. I was wrongly using "Repository". However at the begining i tried with REST Calls, but it is really not trivial.  Do you know any other option?. Perhaps it won't be possible in Nintex O365 and e .g I should use Flow instead.