When you view an individual in another's tree, hit "save this person to your tree" and the "Add New Information" screen will come up (just like when you review the leaf hints). If that individual is connected to parents, siblings, a spouse and children, you'll be able to add them all from there. However, you'll still need to go through each to attach their hints. It's a less tedious process than adding each individual, but as always, you have to be cautious about who you add - verify, verify, verify!

Also, you can export and attach lines through Family Tree Maker, which is probably covered in the the Family Tree Maker forum.