You can open this dialogue by going to Modify->Scene (Shift+F2). This window contains your primary scene controls; from here you can delete, add, or duplicate scenes, switch between them, and also arrange the order that they play in by clicking and dragging them in the listing
To duplicate Scene 2, just click on it and then click on the farthest-left button at the bottom of the window. A new listing will appear called "Scene 2 copy"; double-click on it to rename it to Scene 3 (or any option of your choice).
