A variable of type pointer stores the address in memory of another variable (it points to another variable).
Your variable pStudent is not initialized. It doesn't point to anything. In fact, it contains some garbage value that, most of the times, is the address of a memory area where the program is not allowed to write. This is why when you attempt to write there (the call to strcpy()) the operating system slaps your program over its "hand" and terminates it with the error message you mentioned.
How to correctly use pointers
One usage of pointers is to point to a certain variable that is statically allocated (defined in the program):
Student s, *pStudent = &s;
This example declares the variable s of type Student and the variable pStudent that points to it. Notice it is initialized with &s which is the address of s. Now, your code uses pStudent to initialize the fields of s.
Another usage of pointers is to dynamically allocate memory during runtime:
Student *pStudent;
pStudent = malloc(sizeof(Student));
In this situation, pStudent is initialized with the address of a new variable of type Student that is created during runtime (it doesn't have a name) by calling malloc(). malloc() allocates a block of memory (of the specified size) and return its address.
When you don't need it, you have to free the memory allocated by malloc() (using free()) for reuse:
free(pStudent);
After this call, the value of the variable pStudent doesn't change, it still points to the same address but it is invalid and using it produces undefined behaviour. You have to put the address of another Student structure in pStudent (using one of the two ways presented here) before using it again.