One option is to right-click the database in Object Explorer, and select Tasks->Generate scripts. When you come to the page where you select the target for the script, click the Advanced button which give you lots of options. Change Script Schema-Only to include data as well.
Another way to copy a database is to use BACKUP/RESTORE, but this assumes that you can get hold of the backup file, which may not be simple if you have the database in a hosted environment.