HI Kiran - and welcome to the forums
When I try to build a sermon and click copy on thematic outlines, its copying everything in a text and not on the sermon builder. I couldn't find where its defaulted to text.
At the top of that section in the Guide, you should see a line that says Copy to ... If you click on the current option, it will probable say Text, you will have the option to select other options including Sermon.
Does that give you what you need?
Graham