Olivier,

Here is a simple script that will check to see if a file exists and if it does exist it will copy it to another folder.  Note: The account that Workflow is running under must have permissions to create the new target folder and copy a file to that new folder.

The script is expecting tokens that define the SourceFileName, SourceFolder, and TargetFolder.  It returns a token called FileExists that you can evaluate in a Conditional Sequence activity.

namespace WorkflowActivity.Scripting.Script
{
    using System;
    using System.Collections.Generic;
    using System.ComponentModel;
    using System.Data;
    using System.Data.SqlClient;
    using System.Text;
    using  System.IO;

    /// <summary>
    /// Provides one or more methods that can be run when the workflow scripting activity is performed.
    /// </summary>
    public class Script1 : ScriptClass90
    {
        /// <summary>
        /// This method is run when the activity is performed.
        /// </summary>
        protected override void Execute()
        {
            // Get the token values for source filename, source path, and target path...
            String sourcePath = this.GetTokenValue("SourcePath").ToString();
            String sourceFileName = this.GetTokenValue("SourceFileName").ToString();
            String targetPath = this.GetTokenValue("TargetPath").ToString();
            String sourcePathAndName = Path.Combine(sourcePath, sourceFileName);
            String targetPathAndName = Path.Combine(targetPath, sourceFileName);
            Boolean fileExists = false;

            try
            {
                // Check to see if the source file exists...
                if (File.Exists(sourcePathAndName))
                {
                    fileExists = true;

                    // Check to see if the target path exists.  If not then create it...
                    if (Directory.Exists(targetPath) == false)
                    {
                        Directory.CreateDirectory(targetPath);
                    }

                    // Copy the souorce file to the target directory...
                    File.Copy(sourcePathAndName, targetPathAndName, true);
                }

            }
            catch (System.Exception e)
            {
                this.WorkflowApi.TrackError(e.Message);
            }

            // Set the result token for later processing...
            this.SetTokenValue("FileExists", fileExists);

        }
    }
}

Here is a sample workflow;

The tokens containing the file and path info;

And the Conditional Sequence criteria;