There are many ways to do that. Probably the easiest is to grab the script and drag it over to the other sprite's thumbnail in the Sprite Corral. Let go when that other sprite's thumbnail has a halo around it.
But the coolest way (drumroll please) is to make the second sprite a clone of the first! You can then have the second sprite inherit the entire scripting area of the first, so any time you edit a script in the first sprite's scripting area, the second sprite automatically gets the change. You don't edit in the second sprite at all. Then the two sprites have the same code forever.