Hold the message and tap more then hit forward and forward it to some
Hello,
Forward a message
Open a message conversation and follow these instructions:
Touch and hold the message bubble that you want to forward, then tap More.
Tap 
and enter a contact. Then tap 
to send.
From:
Use Messages on your iPhone, iPad, or iPod touch - Apple Support
There is no app I can download to make copies of sms
If you're talking about forwarding SMS and MMS messages in the same way you can forward calls to a different number, you'll have to ask your cellular carrier about that. If you can, iMessages would not be forwarded. That's not a function of the phone.
I'm trying to forward it without having the phone
There is no way to do that.
How to forward text from iPhone to Android
