Hello.
I'd recommend you to have some intermediate (temporary?) table to load
data to and then sync data to main table using simple insert statement.
The call list would look like
copy temptbl FROM '/tmp/codigos_postales.csv' DELIMITERS ',' CSV;
insert into maintbl select * from temptbl where cp not in (select cp
from maintbl)
delete from temptbl;
commit;
P.S. Last step is not needed if you use temporary table.