Luc,
I think your algor is doing the following:
it takes the whole set of files.* and transform it in a new set with dirs: ...\\PTMIMAG, and  then it tries to convert the old set:.....\\astronomia\\... to this former, but it does no longer exist. (i tried also set delay  )
Now I have done some changes:
and at least it does not show error for path:
imagconjunto = 
  FileNames[{"*.bmp", "*.col", ".*col.b", "*.gv", "*.dot", "*.gif", 
      "*.g6", "*.gml", "*.graphml", "*.grb", ".*grib", ".*gxl", 
      "*.jpeg", "*.jpg", "*.jp2", "*.j2k", ".*jvx", "*.png", "*.pict",
       "*.ppm", "*.tiff", "*.tif", 
      "*.vtk"}, {"C:\\Users\\Marcelo\\Dropbox\\astronomia"}, 
     Infinity] // InputForm // ToString;
CopyFile[imagconjunto, 
StringReplace[#,
"C:\\Users\\Marcelo\\Dropbox\\astronomia\\" -> 
     "C:\\Users\\Marcelo\\Pictures\\PTMIMAG\\"]] & /@ 
 FileNames[{"*.bmp", "*.col", ".*col.b", "*.gv", "*.dot", "*.gif", 
   "*.g6", "*.gml", "*.graphml", "*.grb", ".*grib", ".*gxl", 
   "*.jpeg", "*.jpg", "*.jp2", "*.j2k", ".*jvx", "*.png", "*.pict", 
   "*.ppm", "*.tiff", "*.tif", 
   "*.vtk"}, {"C:\\Users\\Marcelo\\Dropbox\\astronomia"}, Infinity]
$Failed, $Failed, $Failed, $Failed, $Failed, $Failed, $Failed, \
$Failed, $Failed, $Failed, $Failed, $Failed, $Failed, $Failed, \
$Failed, $Failed, $Failed, $Failed, $Failed,