I have some well known steps in my program:
CreateBuffer
Create..View
CSSet..Views
Dispatch
At which step is the data copied to the GPU?
The reason they down-voted it is because it seems as if you didn't put any effort into a little Google search.
Answer: DirectX usually transfers data from system memory into video memory when the creation methods are called. An example of a creation method is "ID3D11Device::CreateBuffer". This method requires a pointer to the memory location of where the data is so it can be copied from system RAM to video RAM. However, if the pointer that is passed into is a null pointer then it just sets the amount of space to the side so you can copy it later.
Example:
If you create a Dynamic Vertex buffer and you don't pass the data in at first then you will have to use map/unmap to copy the data into video memory.
// Fill in a buffer description.
D3D11_BUFFER_DESC bufferDesc;
bufferDesc.Usage = D3D11_USAGE_DYNAMIC;
bufferDesc.ByteWidth = sizeof(Vertex_dynamic) * m_iHowManyVertices;
bufferDesc.BindFlags = D3D11_BIND_VERTEX_BUFFER;
bufferDesc.CPUAccessFlags = D3D11_CPU_ACCESS_WRITE;
bufferDesc.MiscFlags = 0;
bufferDesc.StructureByteStride = NULL;
// Fill in the subresource data.
D3D11_SUBRESOURCE_DATA InitData;
InitData.pSysMem = &_vData[0];
InitData.SysMemPitch = NULL;
InitData.SysMemSlicePitch = NULL;
// Create the vertex buffer.
/*Data is being copyed right now*/
m_pDxDevice->CreateBuffer(&bufferDesc, &InitData, &m_pDxVertexBuffer_PiecePos);