#include <windows.h>
#include <thread>
...
bool cancel_;
...

LRESULT CALLBACK WndProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
...
	case WM_COMMAND:

		switch(LOWORD(wParam)) {

			case IDC_BUTTON1:	// начать копирование 
						{
				std::thread first ( Copy_File ); 
				first.detach();
						}
				break;

			case IDC_BUTTON2:	// прекратить копирование 
				cancel_ = True;

		} //switch(LOWORD(wParam))
           
		break;
...    
}//LRESULT CALLBACK WndProc

#include <iostream>
#include <fstream>
...
	extern bool cancel_;

bool Copy_File()
...
while (! input_File.eof())  // Пока не конец файла
{
	if ((cancel_ == True)	break;
	input_File.read( buffer, buffer4096 );
	outputFile.write(buffer, input_File.gcount() );
}

input_File.close();
outputFile.close();

return !cancel_; 
}