Oddly, while this functionality exists, you can't do it from within the survey you're trying to copy. Instead, you have to navigate out to the Projects page, find your project, click the ellipsis at the far right, and select "Copy Project".

Thank you Matthew for your prompt response. I was not trying to be flippant. I genuinely did not see that function which was hidden by a message from Qualtrics.
Now I can proceed and have fun (sort of!).
Anne-Laure

Glad to help! I didn't read your post that way at all. I honestly think it's a bit counterintuitive for a user to have to leave the survey they want to copy in order to perform that kind of action with it.
Have fun with your duplicate survey (as much as you can)!

So what to do if the “copy project” option isn’t available?

can’t find it either !

@divyar and @Corban 

Another option if you don’t see the “copy project”, is to act like you are starting with a new project.  When you are in the Create a new project, choose to Copy a survey from an existing project, and then in the next prompt box, choose that survey that you want it copied from.