Its important to understand that the act of Importing can do one of four things but the result is the same in terms of cataloging a set of images.
Copy as DNG will convert a file to the DNG format AND make a copy of the original
Copy will make a copy of the file
Move will not copy the file but simply Move it
Add will neither copy or move but simply add a record to the catalog.
When you state
Copy is in white, but when I click on it, it does nothing
Nothing will happen until you press the Import button. By selecting the Copy function all you are doing is stating your intention that you want the files copied from their current location to another.
Which of the options you choose will be determined by your workflow. If the files are already in the correct location then Add would be appropriate. If they are coming from a media card then Add is not available and they have to be copied to a new location.
All Lightroom is doing is creating a link to where the file is (is going to be) and showing a preview. Nothing is brought "IN" to the program or "OPENED" by the program.
I think the term Import can be misleading because it implies movement. Cataloging is more accurate.