You should remove the oxides mechanically. Use a file, steelwool, sandpaper, steel brush, etc. to remove them. If you try to solder, now things will start out just fine but you will soon have problems again as excess oxygen in the torch flame, and atmospheric oxygen combine with the hot copper. If you now switch to a flux core solder you will see how the flux seems to eat through the oxide layer so that the solder can bond to the copper underneath. This is a good example of what flux does for welding, soldering and brazing.
Different metals have different chemical properties and thus require different fluxes.
It used to be a matter of fact and faith that it was impossible to solder or weld aluminum with anything short of an atmosphere controlled process like heliarc or neutral atmosphere soldering and brazing. Now the chemists have come up with fluxes that will allow aluminun welding without shielding gasses. I am a firm believer in reading and trying when I want to learn a new skill and don't have a teacher.