Actually, under windows, I think ShellExecute() is called in this situation (by wxWidgets, under the hood).
"Copy" is doomed to fail, if that is so because it's a built-in command, not an executable. In this case you have two options:
a) do it like I told you (create a batch file and call it), or
b) install unxutils which contain cp.exe, rm.exe etc, and use these in your custom commands
HTH,
Yiannis.