Simple: you aren't signalling any progress in your DoWork method! The system can't work out how far you have got, so it won't do it for you.
You report progress by calling from your DoWork method:
backgroundWorker1.RepoertProgess(integerProgressValue);
In the case of the code you have there, you can't do it anyway, because a File.Copy operation is an blocking operation anyway - you call the method and it doesn't return until the copy is complete. So the progress would go from "0%" to "100%" immediately when the operation finished.
In this case, you would probably be better off using a "Marquee" style progress bar.