In general, you cannot make a direct mile transfer between 2 accounts on different airlines. In most cases, you cannot even transfer miles between accounts in the same airline.

There are ways around it though. You can use a common partner like a hotel chain where you can turn miles into points in the other program. Then you can turn them back to miles on the other hand.

You can transfer your whole account between KLM and NW. It all depends on your address (KLM does not allow you to have a membership with a US address - in this case you have to transfer to NW).