Hi Tyrazor and jacquard... welcome to the forums!

the keys are sent simultaneously (<1ms) to all wow windows. if the clone on your main's screen looks like he is 'lagging' and is not acting exactly at the same time... this is called 'animation latency'. the latency of the command to go to the server then route down to the other wow to be rendered.

to see the effect... put both windows next to each other and position your characters in front of each other. hit spacebar to jump. if you look at your main, you will see your clone still on the ground even though your main is almost at the top of his jump... THEN then clone starts to jump.

now try this... stare right between both windows... so you can see both screens in your peripheral vision. hit the spacebar. you will see movement in BOTH screens at the EXACT same time. that is the moment the command to move your character up in the air is sent to the server... then routed to all nearby characters... in this case, your main.

animation latency is about 2 times your normal latency.
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as for moving your characters with the keyboard... that's close to impossible. the reason is due to the 'heading' each character is on being different... no matter how close you think you have it.. they will always be off by at least 0.05 degrees... and that is enough to get them all out of sync given a few movements.

i hope that helps clear up any confusion