If you are wanting to just copy the whole column, you can simplify the code a lot by doing something like this:
Sub CopyCol()
Sheets("Sheet1").Columns(1).Copy
Sheets("Sheet2").Columns(2).PasteSpecial xlPasteValues
End Sub
Or
Sub CopyCol()
Sheets("Sheet1").Columns("A").Copy
Sheets("Sheet2").Columns("B").PasteSpecial xlPasteValues
End Sub
Or if you want to keep the loop
Public Sub CopyrangeA()
Dim firstrowDB As Long, lastrow As Long
Dim arr1, arr2, i As Integer
firstrowDB = 1
arr1 = Array("BJ", "BK")
arr2 = Array("A", "B")
For i = LBound(arr1) To UBound(arr1)
Sheets("Sheet1").Columns(arr1(i)).Copy
Sheets("Sheet2").Columns(arr2(i)).PasteSpecial xlPasteValues
Next
Application.CutCopyMode = False
End Sub