Is this a bathtub SPOUT you're wanting to install on a copper pipe, or a tub and shower FAUCET you're wanting to install on a copper pipe?
If it's a spout, then as Kok says, you need to get something called a "slip-on" spout that's made to slip onto copper piping.
If it's a faucet, you'll probably find that the hole in the cold and hot water inlets for the faucet is exactly 5/8 inch in diameter so that you can solder your copper water supply piping directly into the faucet body.
PS: If you end up buying a slip-on bathtub spout, don't just buy ANY slip-on spout because they all don't work equally well. Go to any plumbing wholesaler that carries Moen and special order a Moen #3931 slip-on bathtub spout. This Moen bathtub spout has a special washer inside it that prevents water leakage out of the spout when the shower is on. The Moen spouts you buy at Home Depot aren't made by Moen. They're made in China to look identical to a Moen spout for people wanting to replace Moen spouts with an identical looking spout. However, these Chinese spouts won't have that special washer and will leak water like crazy during the shower, and the result will be insufficient water pressure out the shower head, and it'll seem like the shower head is spilling water on you rather than spraying water on you.