Something like this should do:
public static void Copier()
{
string sourceFile = @"\\193.35.208.17\con_d_MeanAct_Inst\201102\sample-data.txt";
string dir = Path.GetDirectoryName(sourceFile);
string[] parts= dir.Split('\\');
string destPath = Path.Combine(@"C:\WhereverYouWant\", parts[parts.Length - 1]);
if (!Directory.Exists(destPath))
{
Directory.CreateDirectory(destPath);
}
string destFile = Path.Combine(destPath, @"\newData.txt");
File.Copy(sourceFile, destFile);
}
Modified to ensure that destination exists.