Solution #1 – datatool
Unless I misunderstand, you can use datatool, similar to Drawing different tikz shapes parameterized by data from a file.
The files with the coordinates are created by the filecontents* environment.
\documentclass[a4paper]{scrartcl}
\usepackage{datatool,tikz,filecontents}
\begin{filecontents*}{coord1.dat}
x,y
0,0
1,1
2,2
\end{filecontents*}
\begin{filecontents*}{coord2.dat}
x,y
0,1
1,2
2,3
\end{filecontents*}
\DTLloaddb[noheader=false]{coordinates1}{coord1.dat}
\DTLloaddb[noheader=false]{coordinates2}{coord2.dat}
\begin{document}
\begin{tikzpicture}
\DTLforeach*{coordinates1}{\xA=x, \yA=y}{%
\DTLforeach*{coordinates2}{\xB=x, \yB=y}{
\draw [-latex] (\xA,\yA) node[below]{\xA,\yA} -- (\xB,\yB) node[above]{\xB,\yB};}}
\end{tikzpicture}
\end{document}
produces

Solution #2 – Lua
The following may be, I don't know, horrible. It uses Lua code to read the files and loop over the coordinates, and must therefore be compiled with lualatex. The same files, coord1.dat and coord2.dat were used, written in the same way. I took the easy way, so you cannot access the separate x and y coordinates of each point, as each element in the lua tables Ca and Cb contains one line of the file, e.g., 1,1. Also, as it is, this won't work if the two coordinate lists are of different lengths.
The output is the same as above.
\documentclass{scrartcl}
\usepackage{tikz,luacode,filecontents}
\begin{filecontents*}{coord1.dat}
x,y
0,0
1,1
2,2
\end{filecontents*}
\begin{filecontents*}{coord2.dat}
x,y
0,1
1,2
2,3
\end{filecontents*}
\begin{document}
\begin{tikzpicture}
\begin{luacode}
c1 = io.open("./coord1.dat","r")
c2 = io.open("./coord2.dat","r")
local count = 1
Ca = {}
Cb = {}
while true do
local line1 = c1:read()
local line2 = c2:read()
if line1 == nil then break end
Ca[count], Cb[count] = line1, line2
count = count + 1
end
c1:close()
c2:close()
rows = \#Ca
for i=2,rows do
for j=2,rows do
tex.sprint("\\draw [-latex] (", Ca[i], ")node[below]{", Ca[i], "} -- (", Cb[j], ") node[above] {", Cb[j], "};")
end
end
\end{luacode}
\end{tikzpicture}
\end{document}