Cannot Copy Database
These are the steps of the SQL Agent Job:  detach the database, copy MDF and LDF files to the destination, then attach both source and destination to their respective instances.  

It is possible that there was something preventing the detach.
You cannot detach a database that is replicated/published.
A database snapshot exists on the database.
It is being mirrored.
It is suspect.
It is a system database.

There could have been an issue with permissions copying the MDF and LDF files (not your login, but the SQLAgent service account login).

There could have been an issue with the attach.
A database created by a more recent version of SQL Server cannot be attached in earlier versions.

For the non-existent log file:  Ensure write permissions for the account that runs SQLAgent service on the folder where the log of the error would be written.