Yes you need to be specific. You need to make sure the steps you are copying actually have notes on them. So the pads have to be lit - showing there’s a note on the step there. If you’re selecting a range then you need to select the first lit step and the last lit step and Pyramid will pick up everything in between.
I’d suggest playing with the Zoom settings for a bit of practice. So, keeping it simple, let’s say you’ve got a basic 1 bar, 4/4 track (or pattern) in play and you’ve got notes on Steps 2 and 3 that you want to move to 5 and 6. Make sure you’re zoom is x4, steps - 16. You should be seeing your steps represented across the 16 pads with pads 2 and 3 lit where you’ve placed notes.
Remember if you are in Mono mode, the pads will be lit on every step there is a note, regardless of pitch. That should be fine for this practice run. If you are in Poly mode (switch between these by pressing record) you’ll need to move the main encoder or encoder one up and down the piano roll to navigate to the notes you want to copy. The note you’ve navigated to will be highlighted on the piano keys down the left of the panel. And the steps should be lit. If you’ve got lots of notes at different pitches on different steps, you’ll see the pads lit and unlit as you scroll up and down the piano roll.
Get the piano roll to the note you want to copy. Select the steps that are on lit pads or between lit pads, 2nd+copy+ the step or steps you want to copy (in this case, you would press steps/pads 2 and 3 simultaneously. Then 2nd + paste + step you want the copied steps/pads to land on (in this case step 5).
Try that and report back.
Are you even getting the “steps copied OK message”? If that’s not coming up then you’re not selecting steps that have anything to copy on them.