It would be extremely rare for a photo to be too large. I believe Lightroom has a limitation of approximately 65000 pixels on a single side, and even then you should still be able to import it. So could you provide details on how large these images are (in pixels, not megabytes)?
The message usually indicates you do not have WRITE permission to perform the copy. This problem could either be in the Source directory or the Destination directory.
It could be a question of privileges on the destination folder. Try clicking on the folder you are trying to copy into and hit Cmd+i
In the info dialog check that you have read and write access. If necessary click the padlock icon to change it.
You shouldn't have to copy the images anywhere. If they are already where you want them on your hard drive, make sure it says 'Add' at the top of the screen when you do the import. This will import them into the catalog without moving or copying them.