Copy refers to text, the "copy" that will be worked on. This is specifically text to be published and not graphics or other artwork.
In the case of a Copy Editor it is someone editing the "Copy" to make it suitable for publishing.
So, in the case of this position, you would be dealing with a creative director who would be dealing with text only. He would have nothing to do with any sort of artwork, graphics, film, et cet.
Now, the text could be anything from adverts, scripts, novels, even the words published in a comic book.
More detail in this Wikipedia article