OP is talking about what you could do using the built in Windows utilities, not what is possible if you write your own file copy-and-note taking utility (which some people did, like Borland Sidekick.)
I guess what you call "built in Windows utilities" is making a call to the GUI shell. It's actually a very complex inter-process communication that happened to be a one-liner from VB and showed that fancy flying folders animation. Not very flexible though.
Writing "my own" code for file copy was not really so low-level, it's what most people understood as programming at the time. Locating the file, opening it, using a descriptor and a loop to copy blocks through a buffer, closing the file, managing errors... that kind of thing.
If you wanted to do the file operation in the background and keep using the GUI for input, you did need to create a separate thread. But that wasn't some black art feat, you just read a book or searched Altavista for a snippet, if in a hurry.
