1) If the source and destination are on a different drive (like you plugged in an external drive) just dragging from one to the other will copy (rather than move) the file. You can also right click on the source folder, select copy, then right click on the destination drive and select paste.

2) it might be going and there are tools you can check but they cost more than a new drive. Also it might not have been plugged in well enough or you didn't have enough power on the USB port to support the drive - in which case it will be fine the next time. Keep an eye on it, but in the meanwhile look for a sale at Best Buy/Target/Frys/etc. and get another one.