Quickly Duplicate Rectangles

I am new to Illustrator. I have been watching a lot of videos. In these videos I see the presenter duplicating rectangles, what looks like clicking inside an existing rectangle and draging a new rectangle out on the artboard. No presentor tells how they are doing this and they do it very quickly. I always get a "Rectangle" dialog box requesting my width and height. I have tried every control and combination of control keys I can think of and nothing works.

How do I simply click inside an existing rectangle and drag and exact copy out to the artboard

Thank you, Jim