On a file in a library you can from the Files menu choose to "Send to" -> "Other location" and specify to copy to another library URL. This also retains a "link" between the source file and the copies, and lets you create an alert whenever the source file is updated. You can then use the manage copies feature to propagate changes in the source file to copies of this file.
Is there any way to achieve the same copy function in Nintex workflow? I've tried Copy to sharepoint and copy item but none of them seems to do this.