to the core, that big cube when you start is where everything is stored, so you can mine it manually, or set up drills with conveyor belts running into it, but if you mined it manually, then just click and hold on the copper your drone is holding and move it over to the core, where it will be deposited. I advise you to do this when you're no on top of the core, since it may not work there, as you might open the core to see it's contents