While express installation typically takes care of making shared clipboard available to you, express installation is not available for all operating systems. In such cases or if you choose manual installation, for shared clipboard to work the SPICE vdagent needs to be installed in the guest. In most Linux-based operating systems the package is called spice-vdagent. If the guest is running a different operating system, check out the SPICE download page.
Download spice-guest-tool in Windows and restart Windows.