I didn't mean to imply built in - any SDCard reader, built in or USB attachable, will work.
If you can format USB thumb drives on a computer (which is a USB attachable device) then why can't you format an SDCard via a USB attachable card reader?
If you can copy data to and read from a USB thumb drive on a computer, then why can't you copy data to and read from an SDCard via a USB attachable card reader?
As for those copying utilities (I'm pretty sure there is an analog for *nix users, but I cannot remember it for now) they perform the copying with error correction, and also monitor abnormalities in terms of if the device goes offline / gets abruptly removed from the computer or not. Regular Windows Explorer cannot do all that, it just says "unable to copy" and let's you (very ungracefully I might add) exit the process.