Combining Images: drag-copying layers

Hello

I am using VQS Adobe Photoshop CC 2015 Release, working through the book and the DL picture files that accompany the text.  Working chapter 13 (Images 44, 45, 49 & 50)

I've created a layer document of file thumbnails of 3 different coloured butterflies and have each butterfly as a layer in one document along with the background as a layer in a separate document within the same window.  I can move the butterflies as multiple layers to the target document but am seeing white behind them, rather than just the butterflies themselves, which is what is shown in the book.  How do I do this?  Do I need to quick select the butterflies, or something else?

Thanks,

Nick