You should be able to add the copyright info in your camera, but it will NOT display on the photo.
Yes, Marilynne is correct. Technically copyright and watermarking are two different things. If you right click and look at your file's properties, there is a place to enter your copyright info. You can do that either by adding the info into your camera's settings where each photo will include it in a file's properties, or you can add the copyright info to a file's properties into your photos during post processing. BUT both of these options will only add the info to a file's properties.
If you wish to watermark your photos (with any type of text including copyright info), you need to do it with some type of post processing software. There are different ways to do it. I wound up creating a brush for mine because I got tired of typing out the text on each photo.