To provide some additional info:
Next to any content item (file or folder) in a sandbox, you have icons for copy and cut. These items are added to the Clipboard, which we can access via the Shelf, which itself is accessed by changing the view on the main left-hand tree navigation panel. You can then browse to any other place in your current sandbox, any other sandbox in any other Web Project, or anywhere in the ECM repo and paste either one or all of the items on the Clipboard. The process works from the ECM side to, where you can copy via the Clipboard any document or space into a Web Project sandbox (user sandboxes only; do remember to submit the pasted items to Staging via your Modified Items list).
Kevin