I would be warry of coping the msdb if it already has things on it. If he does just copy the msdb, he already has the dts packages since they are stored in it.
The easiest thing is to select the jobs you want right click and select the generate sql script. that will get them into a script that you can run on the new server.
for dts packages, you can open the package and select save as and select the new server. This is the safest way to get them over.
You can try the copy msdb, but be careful. its possible to severly wreck your server if you are not careful