As others have noted, there's no goto in bash (or other POSIX-like shells) - other, more flexible flow-control constructs take its place.
Look for heading Compound Commands in man bash.
In your case, the select command is the right choice.
Since how to use it may not be obvious, here's something to get you started:
#!/usr/bin/env bash
echo "Main Menu"
# Define the choices to present to the user, which will be
# presented line by line, prefixed by a sequential number
# (E.g., '1) copy', ...)
choices=( 'copy' 'exit' )
# Present the choices.
# The user chooses by entering the *number* before the desired choice.
select choice in "${choices[@]}"; do
# If an invalid number was chosen, $choice will be empty.
# Report an error and prompt again.
[[ -n $choice ]] || { echo "Invalid choice." >&2; continue; }
# Examine the choice.
# Note that it is the choice string itself, not its number
# that is reported in $choice.
case $choice in
copy)
echo "Copying..."
# Set flag here, or call function, ...
;;
exit)
echo "Exiting. "
exit 0
esac
# Getting here means that a valid choice was made,
# so break out of the select statement and continue below,
# if desired.
# Note that without an explicit break (or exit) statement,
# bash will continue to prompt.
break
done