System.Array.CopyTo() is used when only we have source and destination array.This works in existing array. System.Array.Clone() is used when only we have source and not destination array.This create a new duplicate of array.

The Clone() method returns a new array (a shallow copy) object containing all the elements in the original array. The CopyTo() method copies the elements into another existing array. Both perform a shallow copy. A shallow copy means the contents (each array element) contains references to the same object as the elements in the original array. A deep copy (which neither of these methods performs) would create a new instance of each element's object, resulting in a different, yet identacle object.