What do you mean with blocking ?
How do you do the copy ? there are like 6-7-8 way to initiate a copy, Using F5/F2, Drag Drop from inside MC, From outside to inside MC,, Copy Paste, and many more ways.. some of them will trigger Windows Explorer to handle the copy.
However if MC internal copy engine is used it is running in the background and would not block the main UI.
And you only need to copy 1 file to get a progressbar.. it is always created. but if the copy is over fast it can autoclose.
So number of files does not matter.. 1 big file is enough