https://en.wikipedia.org/wiki/Joint_Army/Navy_Phonetic_Alphabet The usual names of the letters of the alphabet in English are easily confused, particularly over a bad radio connection. Even over a telephone, it is easy to confusing the names of M and N, for example. Letters can be very important in military communication--map coordinates, for example. During World War I the U.S. military developed a series of words that are not easily confused and can be used in place of letter names. Thus, instead of saying "M" and "N," soldiers would say "Mike" and "Nan." The word for "R" was "Roger." So, "received" = "R" = "Roger."

Those words/phrases came from radio communication. 'Copy' was short for 'I have copied down your message'. 'Roger' was short for 'I have received your message'. In general conversation, they both mean 'I heard you' (and also I'm using semi-formal radio-style talk). Some formal radio operation protocols give slightly different meanings, or specify what you should say. If that's the case, you have to follow the protocol.