Well, XCopyPro instructions/settings kind of depend on the version you're using, along with the copy protection of the original disks. For the most part, picking DOSCOPY (or DOSCOPY+) and setting your source and destination drives should be adequate for any non-protected or lightly protected disks. NIBBLE copy should also work, (and it even works for some copy protected disks) but it takes longer. BAMCOPY and BAMCOPY+ aren't terribly useful under most conditions.
You shouldn't have had any problems with copying Workbench 1.3 using DOSCOPY, DOSCOPY+, or NIBBLE, as it has no copy protection, whatsoever. If this copy failed, perhaps you tried to use a bad (physically damaged) destination diskette?
Shadow of the Beast (provided it's a legitimate original) won't copy easily. It requires custom hardware (like the old Synchro-Express) to make a perfect copy. Some later disk-copy parameter programs (such as Maverick) could copy SoTB by actually applying a crack to the game. XCopyPro is not that type of copier, though.