Enable Grading Schemes in one course. Make a custom Grading Scheme there. Try to find it after enabling Grading Schemes in another course. It's not there, only institution-wide Grading Schemes.
When you perform a course copy, grading schemes will copy over. By performing a selective course copy, you can copy just the "Settings" from one course to another, and grading schemes are included in that copy. However, be aware that any other course-level settings are also copied.
This is typically not a problem, because most teachers tend to use the same settings across all their courses, but you will need to advise the teacher to check her settings for anything that might be hinky (a technical term for "oops, that isn't what I wanted").
You can learn how to copy selected content at How do I select specific content as part of a course import?
I just wanted to share my observation that copying the course settings seems to only copy the custom grading scheme if it was set to be the default for the course. If you created a custom grading scheme and only applied it to assignments individually, then that grading scheme is not included when you only copy settings. It does appear however that it will copy when you import an assignment that used the custom grading scheme.
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