When executing the postgres copy command in a terminal, postgres shows the following error:

ERROR:  must be superuser or a member of the pg_read_server_files role to COPY from a file
HINT:  Anyone can COPY to stdout or from stdin. psql's \copy command also works for anyone.

Solution, without needing to assign the role of SUPERSUSER to the user:

1. Connect to a psql session with the command.

psql  -h -p 5432 -d dbaurlendev -U aurlensql -W

2. Execute the command \COPY as follow:

\COPY dev_zipcodemexico FROM 'cpfile-mexico-utf8.txt' (DELIMITER('|'));