I want to copy file from different environment in jenkins. Can you please guide me to choose the plugin for copying
You are probably looking for something like the Config File Provider. Its plugin page describes it as a plugin which:
Adds the ability to provide configuration files (i.e., settings.xml for maven, XML, groovy, custom files, etc.) loaded through the Jenkins UI which will be copied to the job's workspace.
If you need something more like a script (as opposed to the configuration file scenario above), you may be interested in the Managed Script plugin. This allows jobs to consume scripts which are centrally stored and defined by the Jenkins admins:
Managed scripts are shell scripts which are managed centrally by an administrator and can be referenced as a build step within jobs.
If these do not suit your needs, try looking at the Jenkins plugins list