Which would be the first step in using pcr to copy a gene

The first way would be denaturation - The DNA strands, which are bound together in the double helix, must be separated to allow replication to take place so the first step of PCR is to separate them. 
This is done by heating up the sample, breaking the hydrogen bonds between the strands. 

The second would be annealing - sample is cooled just enough to allow primers to bind to the ends of each of the two template strands. 

The third would be extension - DNA polymerase attaches to the primers and makes a copy of each template strand.