I don't know to select everything at once but I do know how to copy the terrain. Click and drag while in the terrain layer and then hit Ctrl+C to copy what was in the selection box, you also have to do this for the texture layer as well.
I went into the Data Editor. You have 8 slots that you can have whatever terrain you want from any map. You can find it at the bottom of the tab: "Terrain Texture Sets". Click on one of the map locations and go to the bottom.