If PSE only make a copy of the original image it means it does not able to find the edges.
It should be scanned with dark background which clearly alienated the images seperately .
you can try "divide scan photos" feature after increasing the resolution of the image .
1)Go to Image menu >> resize >> Image size
2)check on the resample check box.
3)Increase the resolution .
4)try again "Divide scan Photos"
if still it does not do anything , try to seperate the images using selection > layer via cut , crop etc .