You cannot add books to the library using an OS level copy. As you have found if you do that then Calibre will not recognise that you have added the books. You have to do it via the Add Books facility within Calibre.
When you use the Add Books facility, Calibre is doing much more than simply making copies of the books into its library folders. It is also updating its database with the fact that books are there, renaming them if needed to conform to Calibre's internal naming standards, and extracting metadata (if present) and covers from the books.
It is likely that as a result of your actions you have lots of redundant files now stored in your Calibre library. You can tidy up this by using the Calibre Library Maintenance facility (available via the little arrow on the right of the Library icon).
NOTE TO MODERATOR: THis thread should probably be moved to the Library Management part of the forum.