The else needs to be on the same “line” (a) as the if. Remove the new-line before the else like so:
if "zz"=="TRUE" (
copy /a zz + /a ee=/a zz
) else (
copy /a e + /a %TMP%=/a e
)
Please also note that "zz"=="TRUE" will never evaluate to true – I suspect you meant "%zz%"=="TRUE"?
(a): This isn’t always a good description, though it’s what the Microsoft documents use. Same command may have been better, and putting ) and else on a different line breaks it into two commands.