According to Steel, the miners from Copper Canyon Mine dug so deep, that they unleashed a beast for the center of the Earth.
When Max Steel was fighting against Prism Link, Prism almost fall in a hole, however, something suddenly grabbed Prism Link's leg, later capturing him. The creature was Copper Squatch, which is presumably trapped inside of a hole inside of Copper Canyon's mines.
Though that only the arm of the Copper Squatch was shown, it can be concluded that he can be a large, tall creature. He might have brown fur all around his body.
Superhuman Strength: Copper Squatch has shown to be very strong. This was proven able to be prove when the damages on Prism Link were seen.
He is based on a famous urban legend named Big Foot. The photo that Steel showed to Max in the beginning of the episode was based on a famous photo that was posted on the internet a long time ago.