Right click the sheet tab and choose Move or Copy. In the To Book dropdown choose the name of the workbook to which you want to move the sheet (it must be open) and click OK. Your text file will disappear as a Window and appear as a new sheet in the target workbook.
I am not sure I understand why you cannot move it and copy it to another workbook.
Is there a sheet of this name already in the destination workbook? Do you want to paste to a new sheet, or rewrite over the existing data.
If you want to rewrite over the current sheet you could do something like this:
'this is the sheet you want to copy
'this is the workbook you want to copy too
'this is the sheet you want to copy to
Hope this helps. If it doesn't try to explain the situation a little more, and we can go from there.