Your intent is not very clear and why you would want a file to copy itself is questionable but:
Let's assume you have created your .bat file and saved it in the root of C: as Trial.bat
The bat file content would be something like:
:: ================================
@echo off
cls
copy c:\Trial.bat "c:\my documents\"
:: ================================
When you enter c:\Trial.bat the file will be copied to c:\my documents\trial.bat (provided that the folder C:\My Documents exists)
Good luck