How do I copy all data in HDD quickly?

Are you saving data anywhere besides your user folder? Everything that's useful to backup will be located there. Any programs that save data on your computer will save it to C:\Users\<User Name>\AppData (which is hidden by default). If you just grab your user folder (or the entire users folder if you really want to) You'll copy all useful files without copying the useless ones, like all installed programs and games.