If your quest asked you to make a copper dagger, you must be a Weaponsmith by trade.
On the left side of the screen, choose Crafting and go to your Weaponsmith tab.
From there, you will see a bunch of different weapons that you can craft. Select the copper dagger recipe.....you will be shown the ingredients you require to make the dagger.
If you have the ingredients, you can craft the dagger, if not, you will have to acquire the necessary items (bars of copper etc.) either from the auction house or by making the materials yourself (harvesting the raw materials in the field and then processing them by hand - this is shown in your second tab next to 'Weaponsmith'). If you are in a guild, you can also ask your guildmates to supply you with the materials you require.
Hope that helps, good luck.
