cp: omitting directory '/media/cdrom/utils'
cp will not copy directories recursively by default, you need the -r option. Also, you don't need to specify the destination 'utils' directory as cp will use the existing name anyway (but it doesn't hurt). Thus, this should do what you want:
cp -r /media/cdrom/utils /home/goalswish
Does /fun exist? mkdir will only create the last directory, any parent directories must exist already. If you want to create multiple subdirectories at once, you can use the -p flag, e.g.
Of course, you will need to be root to create a directory immediately under /.