std::copy copies by using the arguments assignment ("=") operator or the arguments copy constructor (this is probably implementation dependent, I'm not sure right now). It does nothing but iterate through the range beginning at param.begin() to param.end() and do something like:
while (first!=last) *result++ = *first++;
Thus, you need to allocate the memory necessary yourself. Otherwise it will create undefined behaviour.
Is it OK to copy a constant vector to an array this way? Depends on what you want to do. Generally, it's fine, since the values are transferred to the target by value, not by reference, hence const-correctness is not broken.
For example, this works fine:
std::vector<int> vec;
vec.push_back(1);
vec.push_back(2);
const std::vector<int> constvec(vec);
int *arrray = new int[2];
std::copy(constvec.begin(),constvec.end(),arrray);