If I select 'copy all files to device' on Windows Media Player, what does it do?
The "copy all files to device" option on Windows media player does exactly that; it copies or duplicates all files on Windows media player to the connected device. If you have connected a USB device, the files will be copied onto that.
it copies all your items to the device
It copy's all the files you select to the device you select
It makes a copy of all of your files and puts them on your device. That way if you delete it by mistake it is still there! ;)