if you are operating from a CD in drive D and you want to copy files from it use this as an example
say the folder you want to copy is called copythis
and the folder you want to copy it to on the c drive is called. tohere
you cannot just put the command MD, but rather
md c:\tohere
you do not see anything at that point
then it would be visually logical to you, although not necessary to change the directory on your D drive by
cd \copythis
then issue the command copy *.* c:\tohere
if there are subdirectories in copythis
use the command xcopy *.*/s c:\tohere and all the subdirectories will be copied with all their contents