Sorry; I forgot...... It's just a security issue and you need to do the copy as "super user".
You don't mention how you attempted to copy the file, so I assume you are happy with the command line via the terminal.
To enter commands as super user, you simply preface the command with
sudo. So:
sudo cp -a <source-file-path> /usr/share/applications/
You will be asked for your password but when you start entering it you will see nothing on the screen - not even ***. More security!
BTW; sudo stands for
superuser
doRemember that only the environment (set up) file (*.desktop) should be in /usr/share/applications/, not the binary (executive) files.
The *.desktop files are simple text files that you can read, and you might like to read a few to get the hang of what they do.
Try
cat /usr/share/applications/update-manager.desktop
to see a typical file contents.
Keith