They mean the same thing, just different ways of doing it. Copy and paste means you use the menu, where drag and drop does exactly the same because you pick up and drag the file to the new location
If you L Click drag and drop onto a DIFFERENT drive, it will copy there.
If you L Click and drop onto the SAME drive, it will MOVE.
If you R Click and drop .. it will give the choice to click .. Copy OR Move.