Copying a test is helpful for sharing an exam with another instructor or using the same exam in another one of your courses. To do so, you must export your exam from the course it's already in and then import it to the course you would like it to be in.
Safari is not a recommended browser for downloading .zip packages. Use Chrome or Firefox to download the exported files instead. If you must use Safari, you will need to change the settings to allow for downloaded .zip files.