If you want to move a sheet to another workbook, right-click on the sheet name and select Move or Copy.

The Move or Copy dialog box will list all of your open Excel workbooks.  So make sure the destination file is open before you do this.   (There will also be an option for a new file if you want to move the sheet to a brand new file.)  

Either select the other file name or choose the new book option if that’s what you want.  If you’re just moving the sheet, that’s all you need to do and click OK.  If you want the original sheet to be copied and remain where it is, check the Create a copy checkbox.