When you copy and paste the files in your content folder (in the project folder) + paste them at the exact same position in your new project (e.g when the file is from Content/Test/New you will also have to add it in your new project to Content/Test/New -> otherwise you will lose references!).
The 2nd way is to migrate the asset -> do a right click on your gamemode (as it includes everything - character bp, player controller,…) - migrate - choose a folder - press ok.
Keep in mind that you might have to redo the action and axis inputs in your project settings 