If you want to copy from one Finale document to another Finale document you have to
Open your old Finale document
Create a new Finale file document with as many measures as the file you are copying from. (not a necessity but it's always good to have the same amount of measures or more when you are moving music from document to document)
In your old document, use the mass edit tool, select the measures you want to copy, push control-shift-C.
Go to the new document. (shortcut...alt-tab) Highlight the exact number of measures you just copied from the old document. Push control-V. (replace entries)
If you want to copy an entire piece to a new document just "select all" in the original document while using the mass edit tool. Push Control-shift-C. Goto the new document, select all (make sure there are the same amount of measures as the material you are copying) and push control-V.