For a copula that corresponds to a known multivariate distribution, you can simulate from that distribution and then make the margins uniform (e.g. Gaussian copula, t-copula).
More generally if you can work out the conditional (either $C(u|v)$ or $c(u|v)$), you can simulate from a uniform for $V$ and then from the conditional, perhaps via inverse-cdf (if you know $C(u|v)$) or perhaps via say accept-reject (maybe an adaptive accept-reject, some version of ziggurat, etc, if you know $c(u|v)$).
There are other methods; for example in some cases it might sometimes be practical to do some version of bivariate accept-reject, say, or via transformation to some convenient bivariate distribution on which accept-reject might be applied.