@dheeraj
i think he wants to make a file, which when run, will copy the specified files to a specified location.
@rahul
open notepad and type the following text
@echo off
copy E:\Common\Documents\trial.exe C:\docume~1\alluse~1\startm~1\programs\startup\
and now save this text file as *.bat instead of *.txt where * is whatever filename u want to keep. Here in this example i have given a command for copying a file from E:\Common\Documents\ whose name is trial.exe. U can replace this line with the location whichever u desire and the corresponding file name.