It can depend on the platform and software version of the device you're copying from but I would try it one of two ways
- copy run tftp://<TFTP server IP or hostname>/<directory path>/<file name>
- ex: copy run tftp://192.168.1.1/cisco/switches/SW1.txt
- I've seen some Linux-based TFTP/FTP/SCP/whatever servers require an extra / after the server IP to account for the root directory
- After "copy run tftp:" when it prompts you for the destination filename include the directory path with the filename
- ex: filename "/cisco/switches/SW1.txt"