eMailMerge Pro version 2.x and eMailMerge Std version 2.x supports CC and BCC fields.
You can CC and BCC by entering the contacts on your composed email in the respective fields (Cc... and Bcc...). After merging the merged copies of the emails will also be sent to the people being CC'd and BCC'd.
eMailMerge 1.x does not support CC and BCC.