Your Dropbox folder works just like any other folder on your hard drive (even if you are offline): files move instead of copy when they are dragged and dropped into your Dropbox.
In fact, we recommend moving all of your important files to your Dropbox. Working on your files straight out of your Dropbox prevents duplication of your files and takes advantage of Dropbox's many features. If you'd prefer to have your files in two places on the same hard drive, you still have the option of copying files to Dropbox instead of moving them, but keep in mind that only the files in Dropbox will sync anywhere you may need it.
If you'd like to copy (instead of move) your files, you can do so just like you would anywhere else on your computer: