How to compute CNV from TCGA data
Copy number variation (CNV) has traditionally been detected in the wet lab via FISH, fluorescent in-situ hybridization. By combining targeted DNA oligos to fluorescent reporter proteins, a region with high CNV will "glow more brightly" than a region that doesn't have as many repeats.

More recently, with next-generation sequencing, a common approach is to align sequencing reads to the reference genome. If a particular region in the sequenced sample has a large CNV, then there should be disproportionately many reads (2x, 3x, etc) reads mapping to the CNV locus in the reference genome compared to the rest of the genome.

For example, if our sequenced sample has a 3-CNV for region B:

$$A-B-B-B-C$$

then aligning our sequenced reads to the reference genome, which is:

$$A-B-C$$

will yield 1x coverage at region A, 3x coverage at region B, and 1x coverage at region C.

There are, of course, more sophisticated approaches. For a good review, refer to 
http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0059128