So, do you want to make a duplicate of an entire blend? Just copy/paste it. If you want to import objects from one blend file to another, go SHIFT+F1 and use this to append scene data.
Do you have the Outliner view open? It is easy to see what gets imported that way. If you append the Scene it should load everything. Keep in mind that your current scene may still be selected and you’d have to select the imported scene to see stuff.