This JCL script shows how to copy members from one PDS library to another. 

I have retained the input file being tape in the original JCL script for nostalgic reasons only; you will unlike ever use this nowadays. As unlikely, you will be allocating the output dataset on a specific volume, so normally you could omit the VOL=SER= clause as well.

If you omit the S M= (SELECT MEMBER=) clauses, the entire content of the INDD input PDS will be copied to the OuTDD output PDS.

//STEP01   EXEC PGM=IEBCOPY                  
//SYSPRINT DD SYSOUT=*                        
//*INDOC     DD DISP=SHR,DSN=SYS1.ST006868.DOCLIB,LABEL=(06,SL),
//*         VOL=SER=R6868A,UNIT=CTAPE                    
//INDOC     DD DISP=SHR,DSN=YOUR.INPUT.LIBRARY
//OUTDOC     DD DISP=(NEW,CATLG,DELETE),DSN=YOUR.OUTPUT.PDSLIB, 
//         VOL=SER=DASD1A,UNIT=SYSDA,SPACE=(9600,(240,30,20))
//SYSIN    DD *                                    
COPY INDD=INDOC,OUTDD=OUTDOC                       
S M=MEMBER1                                         
S M=MEMBER2                                        
S M=OTHERMEM                                       
S M=MEM4          

THe IEBCOPY is a simple copy utility but it has many many options, of which you will only practically use a fraction. The application above I think is the one you will use in 99% of occasions. The DFDMDdfp Utilities manual sums all the options up.