This copy operation is completely optional, it is part of the creation of a .zip file with the new binary distribution. You could ignore this error, but the fact that the folder brainstorm3\bin\R2021b\ is empty is a sign that more silent errors occurred before in the script.
The folder brainstorm3\bin\R2021b\ is supposed to contain the compiled brainstorm distribution packaged as a .jar file. See the brainstorm3\bin\R2020a\ from the current distribution for execution.
If you don't have any file at the moment of the copy, it is because the creation of this .jar file failed:
In order to understand why this is not working: you need to debug the bst_compile.m script, and try to run the jar file creation from a CMD terminal manually or check the existence of each file.
The problem is due to another problem before, maybe the compilation with mcc failed?...
Once you manage to get the .jar file generated correct: Here are additional files that could be added to the brainstorm3\bin\R2021b\ folder, to make it easier to start the compiled Brainstorm version from the .jar file:
R2021b.zip (2.5 KB)