If an image is linked with a text, a new file with these information is created. If you copy these objects seperately, the links still refer to the objects in the original project and problems concerning the rights management might occur. That is why it is recommended to mark all three objects in conjunction. Keep CTRL or cmd pressed and select the objects with the left mouse button. Afterwards you can copy the objects by using drag and drop and ponting to the title of the new project or by using the context menu. All URI will be rewritten und the links will be set between the new copies of the objects.