Click on the painteddesert1.jpg in the Photo Bin to make it the active document.
In the menu, go to Select > All, then Edit > Copy.
Click the Untitled-1 new document in the Photo Bin to make it active.
Go to Edit > Paste.
If you look at your layers palette, you will see the painteddesert1 photo has been added as a new layer.
Now click on painteddesert2.jpg in the Photo Bin, Select All, Copy, and paste into the new document, just as you did for the first photo.
The photo you just pasted will cover the first photo, but both photos are still there on separate layers, which you can see if you look at the layers palette (see screen shot).