If you created it within a drawing frame you can just copy the whole frame
into another document. If it's not in a frame you could try using the
'Select Objects' tool on the Drawing Toolbar to draw a big imaginary box
around the whole diagram, this will select all the components. Then right
click over the selected components and choose Grouping->Group from the menu
that appears, this will convert your individual autoshapes into one large
shape that you can copy and paste.
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