Answer:
You can't copy, but you can Export it to the text file and Import it on another client like DEV.
You Can Copy LSMW Project in LSMW Transaction..
When you enter the LSMW Screen.
If you want to copy existing object into another name.
1) Then in first screen Enter the
Project
Subproject
Object
You want to copy.
2) Then click All Project Objects
3) Place the cursor on the (Subproject or Object) you want to copy then press CTRL+F4.
4) Then copy that object into the Project, Subproject you want.
Note : The Project and Sub-project must be initially created.
or
LSMW ==> Extras ==> Export ==> Give a local file name as TXT ==>
Go to same LSMW system ==> LSMW ==> Extras => Import.
You need to Select the Object you want and remember to click the Import button.
