WAL files are not copied
The wal files are archived when they are no longer needed in the pg_xlog directory (usually when there are 16 segments and another one is needed - the one that is rolled over and reused is first archived).  You can force the system to archive some files to verify manually if you want - to do this run the following:

select pg_start_backup('testing_archiving');
select pg_stop_backup();


Once pg_stop_backup() is finished, you should see a few files in the archive directory.

Postgres uses the archive status folder to record "notes" about archiving attempts and so on with regard to the WAL files.