In a quick test here on a dual-display Windows 7 Home Premium system with yEd 3.14.4 and Java 8 update 66, there were no problems moving the application window between displays.
yEd doesn't do anything special with regard to a system's display configuration, so I would suspect this to be a problem of the Java runtime environment (maybe related to graphics cards/graphics cards drivers).
Before upgrading yEd, JRE, and graphics cards drivers to their latest versions each, you could first try this and see if it already helps:
rename your yEd profile directory (more on this here: http://yed.yworks.com/support/qa/9)
start yEd anew