File preference items allow you to copy, modify the attributes of, replace, and delete files. (To configure folders rather than individual files, see Folders Extension.) Before you create a File preference item, you should review the behavior of each type of action possible with this extension.
To create a new File preference item
- Open the Group Policy Management Console. Right-click the Group Policy object (GPO) that should contain the new preference item, and then click Edit.
- In the console tree under Computer Configuration or User Configuration, expand the Preferences folder, and then expand the Windows Settings folder.
- Right-click the Files node, point to New, and select File.
- In the New File Properties dialog box, select an Action for Group Policy to perform. (For more information, see "Actions" in this topic.)
- Enter file settings for Group Policy to configure or remove. (For more information, see "File settings" in this topic.)
- Click the Common tab, configure any options, and then type your comments in the Description box. (For more information, see Configure Common Options.)
- Click OK. The new preference item appears in the details pane.
Also you can use startup or logon script to copy files, refer to
copy a file from share to local filesystem
http://social.technet.microsoft.com/Forums/en/winserverGP/thread/c607b501-0cb0-4eb8-830a-641de76488bc
For more information please refer to following MS articles:
Configure a File Item
http://technet.microsoft.com/en-us/library/cc772536.aspx
Group Policy Preferences Getting Started Guide
http://technet.microsoft.com/en-us/library/cc731892(v=WS.10).aspx