Most likely, you are in the wrong database in the query window, you can specify the database as follows:
EXEC [yourDBName].dbo.CopyTable
Read on how to execute a stored procedure
Given your updated question:
Even if I touch the procedure correctly and tell the script the stored procedure how to execute, the code it generates is underlined in red and tends to find the stored procedure.
This can happen if your stored procedure is invalid. Please double check the correctness of SPROC and make sure that there are tables that are referenced, etc.
source share