Copyright exists in anything you create, as soon as you write something down or record it in some manner, you have copyright. The work must be your own, so plagiarised material is excluded. If you are employed or have a contract which stipulates that copyright passes to whoever has commissioned your work, then copyright vests with your employer.
In the UK and European Union, copyright lasts for 70 years after the death of the writer, or if the work is published after death of the writer, for 70 years after publication.
A general rule is not to surrender copyright unless you have negotiated suitable compensation. Retaining copyright gives you the right to be rewarded for your work and if successful, may continue to benefit your family for decades after your death. Look at the estate of JRR Tolkien, the author of “Lord of the Rings” and consider the royalties paid the owners of the copyright from the movies that have been made.