Ive looked online and have not been able to satisfy myself with an answer.
Is memcpy threadsafe? (in Windows)
What I mean is if I write to an area of memory
You are confusing "atomic" and "thread safe". If you read and write data (with or without memcpy) concurrently in a shared region, that is not safe. But of course copying data itself is thread safe.
memcpy itself is also thread safe, at least on POSIX systems see this one, and therefore I guess it is also on Windows. Anything else would make it quite useless.
If it would be "automatically blocking", it would have to be atomic (or at least manage it's own locks) which would slow down your system. So in your case you should use your own locks.