This might seem a bit rude but you are adressing a very basic issue here and you have not fully understood how Dynamics NAV database structure is - So before telling you how to solve your issue I am going to explain the basics.
The database is (if we simplify it a bit) consists of two things Objects (table, forms, pages, reports, codeunits, dataports etc) and your data.
If you have more than one Company-name in your databas then every company are running on the same objects.
Every Company-name in your database has it own data (a few tables are global in the database). You can Identify those by choosing, File, Database, Information, Tables (It is those without a companyname).
So now you got the basics then we can move on to the Company copying part
If your database is not to big you should make sure that you are the only one on the system. Do a backup of the Company alone to your dekstop (Tools, Backup, Custom, Select Companyname) .
Then Rename your Companyname to something new with the word TEST into it.File, Company, Rename.
Finally restore your backup by choosing Tools, Restore, Select Desktop and filename.
If you are running on a NATIVE database you problably have to Expand your database BEFORE you restore your backup. This is done by File, Database, Expand, Add (kb) - In order to figure out the size to expand. Check the backup-file and multiply that with 3. So if the backup is 500 mb then expand the database with 1500 mb.