How do I copy my Parent Templates to my Child Templates?

By now, you’ve probably advanced in your WordPress knowledge and made your way through this problem.

But, in this Question, we can see that you are mixing lots of concepts.
To get clear what a Child Theme is, read this entry of the Codex:
http://codex.wordpress.org/Child_Themes

This is the header from the style.css file of a basic child theme:

/*
Theme Name: Twentyeleven Child
Description: Child theme for the twentyeleven theme 
Author: Your name here
Template: twentyeleven
*/

@import url("../twentyeleven/style.css");

#site-title a {
    color: #009900;
}

The @import line does exactly that: imports all the rules from the parent theme style sheet file.

And you only add the ones that you want to replace/modify (#site-title a in this example).

Pasting all the rules from the parent theme is a waste of resources and an unnecessary complication.

You have to compare the original/unmodified theme stylesheet file with the one you modified. And put only the modifications you have done in the child theme stylesheet. An online tool to help with that: http://www.quickdiff.com/

Finally, the template issue.
That’s different from the CSS issue and reading the linked Codex article will help to deal with the copy of header.php and also with the directory structure where all this happens (wp-content/themes/your-theme-name).