From the help text of CPYTOSTMF:
<i>When copying from a
member, the file may be a source physical file or a
program-described physical file. Source physical files
with multiple data fields are not supported. </i>
So essentially it’s source files, flat files with no fields or save files only.
Externally described database files are not supported.
If you want to copy an externally described database file, first create a flat file and copy it to that first, then use the CPYTOSTMF command to copy that.