Annealing is a method of softening metal that has been hardened by one method or another. Copper is one of the metals that hardens when it is worked (bent, stretched).
If all you want to do is color the copper a small torch will likely do the job, but you are not likely to be able to actualy anneal any signifiacnt size piece. To anneal copper it needs to be heated to about red hot and them allowed to slowly cool. It will be dead soft afterwards if the annealing is done correctly. Soft copper is not as strong as hardened (tempered) copper.

Thanks Brickeyee - I had a go with the gas torch after beating the copper and managed to change the colour of the copper (bluish tones) so presume that I haven't actually annealed it. I'll have to come up with something more satisfactory. I remember using a small furnace at a metal working class, utilising a vacuum cleaner, but I've lost the instructions to make one. Any ideas or suggestions?
Sharon of NZ

Annealing does not always change the color. If you want to darken a small item put it on the oven at the highest temp you have and wait. It will oxidize to a darker finish.

Thanks again for the advice Brickeyee - the copper is a bit darker now and at least I've got rid of the fairly garish blues etc, looks more like aged copper. Still have to find a means to anneal properly without spending a fortune or filling the garden shed with loads of equipment!
Cheers, Sharon of NZ

How big is the sheet of copper? You should be able to anneal the sheet if it's not overly large with a plumber's torch, if it's a large sheet- you may need another person and torch to keep the heat high enough.

if i may know what type of inert or vacuum atmosphere ( gases) to be used in the furnace while annealing copper. i will be highly obliged

I'm sorry I don't know - I ended up just using a plumbers propane torch plus heating in the oven as Bostonpat and brickeyee suggested respectively. Worked well for me as I was only after the decorative finish as I had already worked the copper.