Prevent people from copying files? You can't.
To put it shortly, if it can be read (or accessed in any other way), it can be copied, for a very simple reason: copying a file is loading it into memory and then writing it somewhere.
And even if this sort of protection was possible, it would be very flawed:
At the hardware level, you could connect a logic analyzer/data logger to the USB port and grab whatever is happening here.
If it's a document, you can write a program that just scrolls the window and takes screenshots automatically, then feed those to an OCR tool. Less than ideal, but it works to get the data out.
Even if screenshoting is not possible, you can use a device that records directly from the VGA/DVI/HDMI output of the video card and then use image processing techniques to retrieve the relevant content from there.
Audio/video files can be worked around by the above approach or even by pointing a camera to the screen or using an external recorder. (the so-called analog hole)
One can use another operating system which bypasses Windows-specific protections.
It is possible to think of other (sometimes convoluted) approaches to bypass those.
Copyright infringement is a people/legal problem and can't be solved by technical solutions alone - check how often DRM/copy protection systems (which is what you want) are broken.