I copied my site to another site but all links point to old site

What web addresses are in your Dashboard > Settings > general?
if it is the old site, try changing it, if changing is impossible, try putting the following code at the top op wp-config.php:

define('WP_HOME','http://www.new_site.com');
define('WP_SITEURL','http://www.new_site.com');

Are the site urls correct?
Try searching your page template and see if you have still some old links in there.
You can replace the old url from links from the old site with by :

<?php bloginfo('siteurl'); ?>