While CW is correct and may have completely answered your question, I took you to mean something perhaps slightly different.
I took to mean that this is some sort of dynamo/generator, with the copper being a solenoid rather than a solid tube. Then the resistance you feel and push against is caused by the current flowing in the coil, which is related to the electrical power produced. If no electrical load is attached, no current flows and there is no resistance*. All the work you do goes into the KE of the moving magnet and no further work is done when it moves with constant speed.
When a load is connected, a current can flow, you will feel resistance and do work. The work you do will be equal to the total electrical energy dissipated in the circuit. Hopefully most of that will be usefully deployed in the load, but some will be dissipated in the resistance of the coil. The amount will depend on the details of coil and load and the speed at which you move the magnet.
* You may do some work against air resistance and friction in the bearings which support the magnet shaft. And there will be some eddy current losses as CW mentions, but they will be small for a coil of fine wire wound as a solenoid, rather than a solid cylinder of copper. If these are negligible, then substantially all your work is converted to electrical energy, apart from a little needed to accelerate the magnet and remaining as KE when it leaves the solenoid.