It’s unusual to see so many wrong answers to a simple question. If you twist aluminum and copper together very tightly, the connection will be good — for a while. Over time, aluminum will cold flow away from the connection.
Oxygen will react with the aluminum to give the aluminum wire an aluminum oxide coating. Aluminum oxide is an insulator. The connection will continue to deteriorate over time, adding resistance to the circuit. Eventually the connection will overheat and become a fire threat.
There are special fixtures that allow you to place aluminum on one side and copper on the other.

Yes, definitely Cu and Al can be directly connected, but doing so gives you major disadvantages in a live circuit :
When aluminium and copper wires are tightly twisted together, the connection initially works well.
However, over time, aluminium tends to leave the place from the connection, and oxygen reacts with the aluminium, forming an insulating aluminium oxide coating. This deterioration increases resistance in the circuit, eventually causing the connection to overheat and posing a fire risk.
To prevent this, special fixtures are available that allow aluminium to be connected on one side and copper on the other.