Basically it's the same as copying within the same song; you highlight the area to copy in it's editing window, select "copy" from the edit menu. Then load in the new song to copy to, select the relavent editing window, and select "paste" from the edit menu.

For example, select the melody part, open the editable notation window (the note symbol), drag the mouse over the notes to copy, and select "copy" from the edit menu. Verify the notes to copy and click "OK". The notes are now on the clipboard.

Then load new song, select the melody part, and open the editable notation window. Select "paste" from the edit menu, verify or enter the location to copy to, and click "OK".

See copy/paste melody in the programs help section for copying within a song.

That works in 2011 at least.