This time you forgot the space before "~". You can copy-paste in a terminal emulator. Or you can use a graphical file manager to copy (that is what 'cp' does) /etc/xdg/openbox (the "openbox" file/folder in the "xdg" folder in the "etc" folder at the root of the file hierarchy "/") into ~/.config/ (the ".config" folder, an hidden folder since its name starts with a dot, in your home folder, "~").

People often prefer to give commands to type in a terminal because explaining how to achieve the same thing through graphical interfaces is much harder. Moreover, the instructions depend on the graphical application you use. For example, Ctrl+Shift+V pastes in GNOME Terminal but the shortcut may be different in your terminal emulator, Ctrl+H shows the hidden files in the Nautilus file browser but the shortcut may be different in your file manager, the same can be achieved from a menu with a down arrow icon in Nautilus but the icon certainly is different in another file manager, etc.

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