Copy data from SQL Server 2000 to SQL Server 2014 Express
Copying ONLY data does not copy the keys and indices, since these are metadata describing how to treat the data.

The following article suggests that you create a SQL Server 2008 instance, backup the SQL Server 2000 database and restore to the SQL Server 2008 database. Then backup the 2008 database and restore it to SQL Server 2014.  (Be sure to check Service Pack requirements).


Upgrade path: SQL Server 2000 SP4 to SQL Server 2008  
Upgrade path: SQL Server 2008 SP3 or later to SQL Server 2014


http://blogs.technet.com/b/mdegre/archive/2012/06/15/migration-sql-server-2000-to-sql-server-2012.aspx

Then you should have the SQL Server 2000 database upgraded to SQL Server 2014.

Since you want Keys and Indices as well, you need the metadata.  Another approach is to script out all the objects (tables, views, procedures, etc) from your SQL Server 2000 database.  Then execute the create script on your 2014 server. (Fixing any problems that you find.)  After that transfer the data via linked server (per Mark Sinkinson), SSIS packages, BCP, etc.