Copy a SQL Express Database

Just open SQL Server Management Studio Express, right-click on your database and choose Tasks->Back Up…
You can leave the default settings or, for instance, save a backup in a different location.

After doing a copy step it is a about the time to do a paste step.

Right Click on the Database node and choose Restore.

Select your source database in the From database drop-down box and choose a destination in the To database, you can also type a name of a database you would like to create and it will be created automatically containing all the data from the source database.

And voila, your database including all its data is copied.