You get the error message because that variable is not scoped properly. Declare it outside of the if/else block:

my($find) = "cps***";
my($replace) = "nat***";
my $copy;

if(-e $ARGV[0])
{
        $copy = "$ARGV[0].bak";
        copy($ARGV[0], $copy) or die "File cannot be copied. \n";
}
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See also: Variables and Scoping