<p>Should I create two <code>CFile</code> objects and copy one into the other character by character?  Or is there something in the library that will do this for me?</p>

I would just use the
```
CopyFile
```
Win32 API function, but the example code in the
```
CFile::Open
```
documentation shows how to copy files with
```
CFile
```
(using pretty much the method you suggest).