Where do you want to copy from? Do you know that it is generally unethical to copy somebody's work? I suggest give a thought to this and when you have done it, please post a link of a site from where you want to copy the CSS from so that we can give you the full source of it here.
Then you need to copy the code from here on to a text file (in windows you can use a notepad). Then save it by giving it name like "copied.CSS" in a folder called CSS.
To link this file you simply use:
<link rel="stylesheet" type="text/css" href="css/copied.css" /> in the head section of your webpage.
The next question from you, will be how do I use this file? Answer you don't unless you know what HTML and style you want to use from this file. Styles are all there and all you have to do is to learn how to use them!. this is not easy for someone who knows nothing about HTML/CSS but you have to start somewhere.
Hope this gives you a start.
Sorry guess I should've explained a little more.I'm a student and the file I'm copying is from my class's FTP site.
Either give us a link to the file. All websites are for public consumption so do you know the link or can you download the file using the FTP connection? If so then it is just a matter of donloading the file and saving it somewhere where it is available to link it to your webpage.
So either post a link or download it yourself using your FTP login details. PLEASE, PLEASE DON'T POST THE FTP DETAILS HERE. It is something you don't share it on a public forum like this.
Altough we can help here I would have thought that you'd get the best help from your teacher or fellow classmates.
If the CSS is for a web page you can access, simply open the page in a browser, and click View>Source Code. A window will open with the source code in it and there will be a reference to the style sheet. It will be hyperlinked. Click the link and the style sheet will open in the same window. Press CTRL+S and a Save dialogue box will open. Browse to the folder where you want to save the file, and click Save. It will save the document as a .css file.