I was going to say that Ctrl-c Ctrl-v does the trick too hehe.
I already had some problems on doing that when the project has some java actions, so do it at your risk.
The right way is to import app package as stated in documentation.
Please read the documentation what and how you can export and import: https://docs.mendix.com/howto/integration/importing-and-exporting-objects
You can export the objects you want, and import them in another project without any problem
Ctrl-c Ctrl-v does the trick as well since 8.17 or so. Saves you time :-)