Select - All (or Control A) followed by Edit - Copy (Control C) followed by switching to the other document and Edit - Paste (Control V) is one way.
Or you can Duplicate Layer from within the Layers panel.
Or you can drag a file from Explorer or Finder onto an open document and place it on top.
Once the image is pasted or placed into the document as a new layer, it can be resampled to the size you need it.
You can also us menu File>Place to place the image in as a smart object layer. If the Jpg image is larger then your document Place will transform the smart object layer to fit governed by Adobe's default Photoshop preference for resizing placed documents.
Copy and past and duplicate layer to an other document may add a layer larger then canvas size. Photoshop will match the layer to target document's resolution to keep the image being pasted or duplicated size the same size as the original so you need to be concerned with both documents dpi resolution. If the added layer is larger then canvas size the canvas size will act like a clipping mask.