If you need to take an entire database, including schema, objects and data, I find the easiest way is to create a full backup and then restore it elsewhere. SQL Server Management Studio includes lots of different options to generate backups, including options to include users and to script object level permissions etc.. Detailed instructions for creating a backup and restoring from a backup from SQL Server Management Studi are available on MSDN.
If you just want to script insert statements to copy the data somewhere else, I've had success with this stored procedure. There are detailed instructions in the comments at the top of that script (scroll down past the NOTE to the examples). Basically once you've executed the stored procedure once, you can call the proc using a command like:
EXEC sp_generate_inserts 'tableName'