OneNote has not provide "Copy" feature for section group.
But, "Gem for OneNote" add-in offer "Copy Section Group Structure", "Paste Structure to Section Group" and "Paste Structure to Section Group with Pages". You can use it to copy OneNote section group.
How to Merge 2 OneNote Section Groups? http://www.onenotegem.com/a/documents/gem-for-OneNote/Right_Click_Menu/2019/1124/1188.html