In order to copy an individual file, you must have "Copy/Paste" permissions.

(NB. This icon only appears if there is something on the clipboard.)
The Paste File dialog box will then appear showing the name of the file to be copied/moved in the Clipboard File field and the name of the folder to which the file will be copied/moved in the Destination field, as shown below.

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Click here to learn about Copying / Moving Multiple Files.
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