If you wish to process or simply store data produced by Arduino
you can print them to the Serial terminal and copy them in the usual manner (<Ctrl>-<C>).
If you want to select all data of that window (using the <Ctrl>-<A>) you might run into problems. The Windows clipboard might reject the data, and that is not because of the amount of data.
So set the cursor to the start of the data and press [↓] while holding down the shift key.
If it is a huge amount of data and you don't want to wait for the slow scrolling window press [Page down] instead.
Now release the shift key and press <Ctrl>-<C> to copy the selected data.
Now activate the desired Windows application and press <Ctrl>-<V> to paste your data.