If you schedule a TSQL Job in SQL Server 2008 R2 and additionally need to copy files with it, is it better just to use a script?
Even though you can use xp_cmdshell to copy the directory, I would not recommend to do it using SQL Server.

You were right in thinking of using PowerShell and/or robocopy to copy files or directory to wherever you want. Powershell will even allow you to send email once the task is completed.

Currently, in my company, we use native sql server backups with compression and then have powershell scripts kick off the move to backup server on a different schedule.