C++: Creating a local copy of an Object

I'm an objective-C developer that's struggling with C++ code.

Below is the code I have in C++:

ULConnection *conn;
...... //code that builds up the connection
conn->GetLastError()->GetString(value, 255);

I need to create a local copy (not reference) of GetLastError().

How do I get a local reference and also check for null?

Here is my failed attempt:

ULError error = *conn->GetLastError();
if (&error != NULL){}