Datamart is a concept in which BW system is acting as a source system for a target BW system.
We generally have a "Myself connection" as a source system in our BW system. Which means DSOs,infocubes etc created in our BW system can feed data to other infocubes or DSOs in the same BW system.
Check this :
The data mart interface makes it possible to update data from one data target into another.
Data exchange of several BW Systems: The data-delivering system is then referred to as the Source BW, the data-receiving system as the Target BW. The individual Business Information Warehouses arranged in such a way are called data marts. In this way, the data targets for the source BW system are drawn up as source systems
Please check this link. This will helps you.
Datamart in BI refer to the data loads from One data target to Other. Data distribution within BW system can be refered as Datamart For example Loading data from a DSO to a Cube.
Please go through the SAP Help [http://help.sap.com/saphelp_nw04/helpdata/en/80/1a6110e07211d2acb80000e829fbfe/frameset.htm]
Data Mart is used to update data deom one datatarget into another data target, They can be used in manyu ways
1. Datamarts save data in other database, wherever possible in different location
2.Data exchange between BI systems and other systems.
For more info go through the below link guven by SAP