Hm, well without knowing a bit more I'm not sure exactly what the problem is. However, if the problem is that, after creating a free selection, you attempt to copy and then paste a mountain selection from the Mountain Clouds layer into the Mountains 1 or 2 layer, and you don't end up getting any pasted layer appearing at all, then the problem may be that when you clicked on copy the layer you were copying from was not the Mountain clouds layer, but rather from some other (possibly blank) layer. I make that mistake allot. Going back and forth from the Mountain Clouds to the Mountains 1 and 2 layers I sometimes find that the layer I ended up copying from was either Mountains 1 or 2 (which transparent) rather than my Mountain clouds layer. So when I go to paste the layer on my Mountains 1 or 2 layers, nothing shows up. So this might be the problem for you as well. If not, would you mind providing a bit more detail and/or providing a screenshot to work with.
EDIT: another thought occurred to me. If the problem isn't that nothing is showing up, but rather that the pasted layer does end up showing up, but as a "Floating Selection" rather than an element pasted directly onto the Mountains 1 or 2 layers, and you want to know how to merge the floating selection onto the Mountains 1 or 2 layers, then you just have to hit that little Anchor symbol (Anchor the Floating Layer) at the bottom of the layers dialogue (see attached image). However, make sure you make the necessary modifications to the selection (e.g. rotate and/or resize it) before anchoring it.