a <copy> of a letter, an email message, etc.

[Natsuna]

copy somebody in (on something)
to send somebody a copy of a letter, an email message, etc. that you are sending to somebody else
Can you copy me in on your report?

Source: "copy in" - Oxford Learner's Dictionaries​

Does the bold word mean a photocopy (a paper copy of a document, picture, etc., that is made with a copier or photocopier)?

 

[HenchardTheGreat]

The word copy can refer to anything which is a duplicate of another thing. Thus, it can mean a physical copy, such as a photocopy, but it may equally mean a virtual copy.