This WEU option is quite buggy. There is a better way using the Jass NewGen pack.
You'll need the latest version of the NewGen pack (v5a)
link
In the NewGen editor open your map that contains the terrain, use Extensions\Export Files from the menu to export the data to a directory (for example to C:\
Then open the other map in the NewGen editor and use Extensions\Import Directory to import the Environment\ directory that it created under C:\
Attention! This will replace the terrain, all placed units, items, doodads and destructables.
If you only want to replace the terrain, choose Extensions\Import Files and select the C:\Environment\war3map.w3e file.
After the import you need to close and reopen the map immediately, so that the editor re-loads the new terrain.
You can now continue using the normal WE or stick with NewGen, whatever you prefer.
