You should clean up your code a bit and use proper methods as mentioned in the comments.
DialogResult result = openFileDialog1.ShowDialog();
if (result == DialogResult.OK)
{
string pathDestination = Path.Combine(Environment.GetFolderPath(Environment.SpecialFolder.DesktopDirectory), "Files");
foreach (string item in openFileDialog1.FileNames)
{
File.Copy(item, Path.Combine(pathDestination, Path.GetFileName(item)));
}
}
This code should work if you have the proper access rights.