This comes from (CB) radio communication
"Do you copy?" or "Copy that!" is likely from when a message had to be written down to be shown to a superior officer
http://en.wikipedia.org/wiki/Voice_procedure
Some words with specialized meanings
are used in radio communication
throughout the English-speaking world,
and in international radio
communications, where English is the
lingua franca.
Affirmative — Yes
Negative — No
Reading you Five / Loud and clear — I understand what you say 5x5.
Over — I have finished talking and I am listening for your reply. Short for "Over to you."
Out — I have finished talking to you and do not expect a reply.
Clear — I have finished talking to you and will be shutting my radio off.
Roger — Information received/understood.
Copy — I understand what you just said (after receiving information).
Wilco — Will comply (after receiving new directions).
Go ahead or Send your traffic — Send your transmission.
Say again — Please repeat your last message (Repeat is not used as it is a specific command when calling for artillery fire)
Break — Signals a pause during a long transmission to open the channel for other transmissions, especially for allowing any potential emergency traffic to get through.
Break-Break — Signals to all listeners on the frequency, the message to follow is priority.
http://www.dyerlabs.com/communications/procedural_codes.html
Copy probably originally referred to
writing or typing a received message,
but now has is essentially the same as
'Read'.