CopyDirectory["", ""] copies the directory to .
must already exist; must not.
CopyDirectory copies all the files in to .
CopyDirectory sets the modification dates for and for all the files in it to be the same as those for .
CopyDirectory returns the full name of the directory it copies to, and $Failed if it cannot complete the copy.
See The Mathematica Book: Section 2.11.6.
See also: RenameDirectory, CreateDirectory, DeleteDirectory.