Commands can be given file name arguments in two ways. If you are in the same directory as the file (i.e., the file is in the current directory), then you can just enter the file name on its own (e.g., cp my_file new_file). Otherwise, you can enter the full path name, like cp /home/jack/my_file /home/jack/new_file.
Very often administrators use the notation ./my_file to be clear about the distinction, for instance, cp ./my_file ./new_file. The leading ./ makes it clear that both files are relative to the current directory. File names not starting with a / are called relative path names, and otherwise, absolute path names.