I've ended up with a PowerShell script:
Start-Process "microsoft-edge://?ux=copilot&tcp=1&source=taskbar"
and run it from my desktop.
FYI: if I run the same as a bat file:
Start "microsoft-edge://?ux=copilot&tcp=1&source=taskbar"
all it does is open MS Edge.
It may help some of you here.
More info: My problem was using Explorer Patcher (https://github.com/valinet/ExplorerPatcher/releases) so that I could use a Win 10 taskbar while running Win 11 (I like my taskbar on the left of the screen). That means that I don't have CoPilot on my taskbar (and, for reasons I still dont understand, Win+C brings up the Calendar app).