I have a 30 day trial use of a copyrited CD, which I plan to return to the company I ordered it from. If I copy this CD, can they detect that I copied it? How? Will I damage the CD? What will happen to me if I get caught?

Be honest man! And return the CD to company... if you don't need it any further..
Yes Of course they would know that you have copied that CD...

Not only what abbaschang said, but if it is software and you installed it on your computer, the 30 trial count down would still be in effect. Many companies offering 30 day trials also but a registry entry that will keep track of your installation date even if you uninstall the software and then reinstall it. So, after 30 days it would still be unistall it or buy it.

Marburg

I have a 30 day trial use of a copyrited CD, which I plan to return to the company I ordered it from. If I copy this CD, can they detect that I copied it? How? Will I damage the CD? What will happen to me if I get caught?

First, do not ask or expect us to help you commit an illegal act. You are asking us to help you steal and that isn't what this site is about. Second, even if you do copy the CD, as marburg pointed out, that won't change your trial period.

Finally, software piracy is subject to major fines, usually 10x the cost of the software for each license.