Most likely, the strcpy() function was built without the debugging symbols (e.g. it was originally written in assembly language) and hence stepping into it won’t work.
You can double-check this by running the “bt” command in the GDB Session window. If it doesn’t show a valid source location for the top frame, the function does not have debugging symbols.
You can step over the functions by using the Step Over command instead of Step In (i.e. F10 instead of F11). If the ‘frame not in module’ error happens when pressing F10, this could be caused by an exception inside the function itself (e.g. trying to copy from/to an invalid address).