You can turn the command-line mode into a full Vim buffer named the command-line window by pressing <C-f>
after entering in command-line mode with :
, or enter into it directly via q:
. There, you can yank as usual; e.g. via "+yy
or :yank +<CR>
. (This is also great for other complex edits!)
The last command-line is in register :
; :let @+ = @:<CR>
will copy that to the clipboard.
The least Vim-like approach would be selecting with the mouse; on Linux, the text is then in the X primary selection; on Windows, you can then use Edit > Copy to put it in the clipboard.