in the old 4022 this works:
you can copy and paste from an other schematic file:
- open your target project and schematic.
- in the schematic editor click the File -Open - find your source and open.
- select all things you want to copy
- right click and ‘Save Block’ (or Ctrl + C)
- File - Recent Files - Open your target.
- use the ‘Clipboard’ (its a Symbol) or Ctrl + V or the edit menu to past the things.
i dont found a easy way to make these with the current versions…
-> the open command is gone… 
it is possible to open a second *.sch file if it is in the current project folder by dobble clicking it…
but than the ‘clipboard’ between the two eeschemas is not synced… 
(tested with 5338 - December 2014)
i hope there will be some easy ‘copy and paste’ functionality in the future… 
@stryker i like your concept- but till now i did not have used / tried / worked with multiple sheets… i think i have to do this…
additional you can generate a template with the most used things (in my template i have added some voltage and ground symbols and powerflags…)
sunny greetings
stefan