I've made an explosion prefab that I'd like to copy for other explosion types but I don't see how you'd make a copy. Right clicking the prefab doesn't give any option to copy it and CTRL-C CTR-V don't do anything.
Is this a bizarre thing to want to do?
Just use duplicate. Note that this option does not appear on right-click in the Project window, but you can select the prefab and use the Edit menu or corresponding keyboard shortcuts.
use ctrl + d
Do it the easy way, close unity and go to the project folder, copy and paste, start up unity, it will import it.
If you want to use the prefab in any other project you just Rightclick> export Package