I've learnt the skill and I'm in Stormwind. I do NOT know wht the hell to do.I keep on mining copper.

Well, let's see.

You've got the mining part down - you can obviously get the ore from the veins (nodes).  Have you learned how to smelt them down to bars?  If not, here's what to do - go to any forge (there's one in the northeast/Dwarven district of Stormwind, smack in the center), pull up your skills tab (press "p"), go to your general skills, and find one called smelting.  Now you can drag this icon to your action bar if you want easier access, but simply click it for now, and it will bring you to a smelting tab.  Here you can select how many of which ores you have to smelt.  Bonus tip - This can also up your mining skill level!

Now, I also think you don't know how to mine other kinds of ores as well.  What you need to do is find a mining trainer, and he will teach you how to smelt new kinds of ore, and up your mining skill.  You can go out an mine other kinds of ores, if you have a high enough mining skill level.  You probably won't find too many non-copper ores in elwynn forest - you'll find more as you travel along.