A very simple test case to demonstrate the issue:-

// file "e:/testfile.dat" exists
// folder "e:/folder/" doesn't exist

bool success = QFile::copy( "C:/source/testfile.dat", "C:/destination/testfile.dat");

// temp file "qt_temp.xxxxxx" remains in folder "C:/Documents and Settings/[user]/Local Settings/Temp"

If the destination directory is absent, a temporary file is created in the users Temp directory. On Windows 7 this is Users\<username>\AppData\Local\Temp

other version of Windows, the temp directory is located in <user name>\Documents and Settings\Temp