You may not have appropriate permissions on the file to copy, the file name isnt typed correctly or the file isnt actually in the location you think it is.
ensure the file is in ~/Desktop with:
if it is in that folder, take note of the format of the filename. Filenames are case-sensitive. If it is infact in the folder and the filename is correct try ensuring you have correct permissions by doing:
chmod 775 ~/Desktop/Testing.txt
then try copying again.
If you are unsure about any of the commands used above, check the manpages first e.g. man chmod