There is no one specific guide that you can follow, this is because different copy protections have different approaches. The first thing to do is to have A-Ray Scanner onhand. A-Ray Scanner will tell you the type of copy protection that you are dealing with.
This is a guide to copy SafeDisc 4
This is a guide for SecuROM 4.8
You will find all kinds of guides here
As you will notice there are a lot of factors. It’s just not as simple as drop the disk in the drive and make 1:1 copy.