Do you mean Copy/Paste of an existing component, or move tool with the option (control on windows) button pressed to make a copy? Both should give you another instance of the component, just trying to figure out where it is going wrong for you. There is no setting to change for this, it should work.
I know little about windows but I often see running the sketchup installer as “administrator” being a source of problems in a new install. Why the installer must be "run as administrator"