Too bad highlighting the text and a right mouse click doesn’t work. But if you work with command line a lot, there is a way, and this is how we do it:

1. Right click on the command window's title bar and click Properties.
2. Click the Options tab.
3. Check the box that says "QuickEdit Mode" on the right side of the dialog box.
4. Now you can left click within the command window and drag a box around the text that you want to select.
5. Right click anywhere in the window or just press Enter to copy the text to the clipboard.
6. Paste it into a Windows document in the usual way.

What if you want to go the other way around, and paste content into a command window? When the text is on the clipboard, just right click anywhere inside the window (as long as you aren't in select mode as described in step 4 above.