Photoshop does not pull any HTML, just the CSS. All it does is translate the properties it has for the object you have selected (colour, size, stroke, effects, position), to CSS. It cannot know how you want to structure your HTML or what that object is, so you will have to do that yourself.
I also wouldn't recommend using this feature, since despite it will most certainly not do things the right way. For example if you have a button that has to be 40px under a body of text, you would give it a top margin of 40px. All PS would be able to tell you if you copy the CSS is its absolute value (where it is in relation to the canvas), it cannot know how you have structured your document.
So tutorials on how to code properly would be a good place to start.