I've faced a problem when copying a file with the commands,
cp ~/Downloads/sample.pdf ~/Desktop/
But the terminal gives me a message,
cp: cannot stat 'sample.pdf': No such file or directory.
Have you verified that sample.pdf is the exact filename in the downloads folder? It looks like the path is incorrect and that file doesn't actually exist there. Try this...
If the file exists you have maybe not the correct permissions zu copy the file. Run in a terminal: