Using shutil is the easiest way (here with copyfile, but you might want to look at the documentation to compare it with the other copy___ functions, depending on what you want to copy (only the binary data, the permissions, ...)
import shutil
shutil.copyfile('music.mp3', 'copied_file.mp3')
For the record, when the file is small (ie it can be loaded in memory and streams are not required), it's even easier:
with open('music.mp3', 'rb') as f1:
with open('copied_file.mp3', 'wb') as f2:
f2.write(f1.read())