Copy all files from one folder to another
Try using a wildcard to grab everything in the folder.
!cp -r /content/COVID-19\ Radiography\ Database/COVID-19/* /data
The original command is interpreted as copy this folder (COVID-19) to folder /data. The wildcard will say to take all of the files in that folder and copy them to /data.
cp -a /source/. /dest/
-a is for recursive copy
and . at the end is for copying the hidden files too.