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want to know if its possible to make pellets out of copper

Swaging copper would take much more force than lead and probably not possible in a home setup since copper work hardens. Copper also melts at a much higher temp than lead so using lead casting equipment is also out. Turning them on a CNC lathe as suggested is probably the easiest and most accessable method for someone to do in their garage.

If you want to make lead free pellets, you could try to cast out of tin, however, I believe both JSB and H&N make tin pellets so you'd be better off just spending a few bucks buying a few tins of those instead of investing hundreds or possibly thousands of dollars in machinery to make pellets that are probably going to be sub par anyway.