XCMDs, XFCNs, icons, cursors, and sounds are not normal HyperCard objects and can therefore not be Copied and Pasted into your stacks.
Resources must be installed with a special tool, such as ResEdit or ResCopy (which is provided here). ResCopy works much like the Font D/A Mover. If you want to use special sound, icon or other resources, you will want to learn about ResCopy.