I recorder action sequence and toggle dialog window ON on file savings to change a saving file folder. And every time I saving .jpg file it add a "copy" word at the end of file name. How to prevent photoshop from doing that ? I adding a screenshot, maybe it will be helpful.
This is usual behaviour for Photoshop. The file has layers and therefor can't be saved as a JPG, you are actually saving a flattened copy of your PSD (notice 'Save: As as Copy' is selected and greyed out).
If you flatten the image first you should be able to save the file as a JPG without creating a copy. I'm not sure what your workflow is in this instance so this may or may not be an issue. You may be able to save as a PSD first, flatten, then save as JPG. Or flatten, save as a JPG then undo the flatten action. (I just tested and both of these solutions work)
Another option is to use Automate → Batch..., which gives you more control over creating the destination file names and is generally easier for working with a number files.