how to copy a theme from another site?

Twentyeleven is a free theme. Downloadable from here. There may be some customisstions in style.css you can grab them from their site. You will not be able to get customised functions.PHP if there are any. Nor custom page templates.

I should have been more clear.

I already have twentyeleven installed. I have seen a site with customization that is very similar to what I want it to look like. I want to download that version of the theme from that site and from there make \my own changes.

Is there some way to download that version of the theme from that other site?

Afraid that you can only get the files I already mentioned.
Your browser already has them of course, in firebug, html mode, browse through the head section, expand then copy/paste all the theme css files, if they have been customised then you have it there. Other customisations are out of reach, except that you can view the rendered pages and infer lots.

On the other hand you could just contact the site owner and ask, surprising how few people think of this.

Joe, are you sure the features you like on that model site are actually customizations and not some other theme used “out of the box”? By examining the head section of a page’s source code in your browser, you can usually deduce what theme the site is using, then obtain a copy of that theme for yourself, either from the www.remarpro.com repository or from a vendor’s site. Look at meta link URLs for folders referenced in wp-includes/themes/. That folder is usually the theme name with which you can search for the base theme on the ‘net. If you cannot find any such theme, then it is likely referring to a custom child theme.

You’re then left to inferring what needs to happen or contacting the owner, as Ross suggested.