Click new layer
Type in the watermark info as you wish it to appear.
Rasterize the type.
Run the Emboss Filter; adjust settings to your liking.
Set the layer blending mode to "Hard Light" to let the image show through.

The copyright symbol can be found in custom shapes (it's the squiggly one beneath the type tool). Go up top and expand the downward pointing fly out triangle next to "shape". If symbols are not loaded follow the next fly out triangle to load.

Select symbol and hold down shift key while expanding to constrain proportions.