Do police have to by law give a copy of search warrant?

Typically there is no legal requirement that the police show you a copy of a search warrant. The fact is that many times they are obtained over the phone from an "on-call" judge. Consequently the actual warrant itself  may not be available. While an officer may show the face page of a warrant to avoid any confrontations or to convince a person that there is a warrant, it's not a legal requirement.

However, the law surrounding search warrants can be quite complex - was the warrant valid in the first place; was the execution valid; etc?  If you have any questions surrounding this search, you really need to consult directly with a criminal law attorney. 

Well put in a different way, you have the right to see a search warrant when you have asked to do so.  All of this comes under the Fourth Amendment rights guaranteed us.  They are known as "search and seizure" rights.  If you do not give consent and the police do not have a valid search warrant then you can not generally be searched.  And what is also important to know is that the police can not go beyond the scope and limits of the search warrant.  They need to comply with what it says.  Speak with an attorney in your area if you think that your rights may have been violated.