On an iOS device, in order to use the new Copy and Share features you need to authorize the GoPro App to have access to your device's native photo album.  If you have not authorized the app you will get a message that states: "GoPro is not allowed to access your photos. This may be the result of your device's privacy settings"

When you first launches the app you will be prompted to authorize the photo album access, you need to select OK to copy media from the GoPro device.

 

If the you select "Don't Allow" you will receive an error message when trying to access the photo album from the GoPro App, or try to copy media to your device.

 

If you selected "Don't Allow" initially, here is how you can change the privacy permissions in the settings menu to Allow it.

Go to the iPhone Settings Menu:
  1. Select Privacy
  2. Select Photos
  3. Change GoPro to On