HIARCS Chess Explorer allows you to copy all the games in the current filter or even the whole database of games to another database in a very simple manner.
First ensure you open the database you want to copy the games from and the database you wish to copy the games to. Go into the tab of the database you wish to copy from. If you want to set a filter of games to copy you can do that in the normal way using the search and filter capabilities.
To copy and paste the games in one operation select the Edit->Copy->Games... menu item and you can then copy either a single game, the current filter of games or the whole database into another database in one operation.