The library (.enl file) has some of the information, but the rest of it and all the attachments are in the .DATA folder and subfolders. those would need to be moved to the same folder as the .enl file.
The copy problem could be related to the depth of your directory structure and hence the length of the names (a windows constraint of 250 characters I think, including the path).
The very best way to back up your library is to use the file> compress library option, which creates a .enlx file which is all packed with everything, and you can move more easily.