First off, do you want to move or copy items? You question title says "copy" and the text says move and copy, so which one is it?
Assuming you want to COPY and have two Finder windows open to the desired source and destination folders:
The correct way to do what you want is to select the items in a Finder window (highlight all you want in one Finder window by holding the command key down and then click all items one by one, or you can click and drag over a contiguous group of them, then use the right-click or control-click on mouse and select the menu item that says "Copy x items" where "x" is the number of items you selected.
Then in the second Finder window, click in it to change focus to that window. Then right-click or control-click and select the item that says "Paste x items" and the files and folders you selected will be COPIED to the location that the second Finder window has been set to.
If you wish to MOVE the selected items and have two Finder windows open to the source and destination folders:
Select all the items in the source Finder window you wish to move by holding down the Command key and then clicking on each one, or drag over the top of several of them at once if they are contiguous/adjacent to each other, or a combination of these two methods. Once all the desired items are selected/highlighted, then simply drag the group from the first Finder window to the second Finder window. As long as both Finder windows are on the same volume you will move them -- you cannot use this method if the windows are on separate volumes. If you try, they will be "Copied" not moved.
In any event if you make a mistake and wish to "undo" the copy/move operation just type command+z or click the Finder menu at the top of the screen and select "Edit" then "Undo xxxx" where xxxx will be "Move of x items" or "Copy of x items" depending on whether you did a copy or move operation.
As far as comparing Windows and macOS, it really is a matter of learning how to do tasks on each, rather than expecting the two to behave the same. Some things are similar and some are different. Invest in learning how to do things and you will find your time well rewarded. I too used Windows systems primarily for many years, and made the switch in 2006, and admit it was awkward and unfamiliar at first, but am very happy with my decision many years ago to start using mac's, and have absolutely no regrets, and in fact feel very awkward and clumsy whenever I'm forced to sit down at a Windows system.
Hope you are able to feel the same someday.
Good luck and happy trails...
