CD Baby does not handle copyright registration on behalf of artists for any submission. Copyright registration can only be done directly through the U.S. Copyright Office.
However, to simplify what can be a complicated process, CD Baby has partnered with Cosynd.
Cosynd offers a simple, affordable copyright and contract service to assist our users in protecting all of their copyrights: music, video, images, and documents.
Registering your work with the U.S. Copyright Office is not required for distribution, however registering your copyright is the best way to protect a copyright, and would make it easier to prove or establish who the copyright owner is should any conflict arise.
You can contact Cosynd for any help by going to their help center.
You can find out more information about copyright protection and how to register directly with the U.S. Copyright Office at the following address: www.copyright.gov
For additional information and advice, you can check out this DIY Musician article.