copy con myfile.txt (means, copy keyboard input to myfile.txt)
hello world
[crtl+z] (or F6) [enter] ...
Windows will now say, "one file copied'.
As 'con' is reserved for the purpose (keyboard input) you can not use this
for a file/folder name. If you'd want to copy files from con to another
folder, or the file 'con' to another file, it would confuse the system