You do not anything special.  You just need to get the settings set
properly.

Command Prompt Copy & Paste

This will set the QuickEdit Mode and the Insert Mode.

Right click the cmd.exe shortcut | Properties | Options tab |
Under Edit Options select both:
 QuickEdit mode
 Insert mode
Apply | OK

QuickEdit mode
[[Enables you to use a pointing device (mouse) to cut and paste, bypassing
the Edit menu.]]

This option provides a fast, easy way to copy text from (and paste text
into) Command Prompt windows with a mouse.  You can highlight text with a
mouse and use the Enter key to copy the highlighted test to the Windows
Clipboard.

Insert mode
[[Enables you to insert text at the cursor. If this is not selected, text
that is typed at the cursor replaces existing text.]]

This option (on by default) allows you to insert text at the cursor
position.  You can right click and paste.

Or...
Open a command Prompt | Right click the top border |
Properties | Options tab | Under Edit Options select both:
 QuickEdit mode
 Insert mode
Apply | OK | Place a tick in Modify shortcut that started this window |
Click OK.
-----

Highlight text with the cursor and hit the Enter key to copy to the Windows
clipboard.

[[By selecting the Quick Edit Mode check box, you enable copy and paste from
the Command Prompt window. To copy, select the text in the Command Prompt
window with your left mouse button, and then right-click. To paste, either
at the command prompt or in a text file, right-click.]]