Assuming you mean a line of text from a text editor or from a browser window, simply select the section you want (highlight it with the cursor) then copy by either going to the edit menu and selecting 'copy', or right-click on it and select 'copy from the contextual menu, or simplest of all, just press cmd-C (⌘C).
Got to the document you're pasting into, place the insertion point where you wish the line to appear and once again use either of the menus to paste, or use cmd-V (⌘V).
Not sure what you mean - haven't used Windows since I retired.
If you mean right clicking and choosing copy and paste from the context menu, yes.
You can also drag the highlighted text to it's destination, if it's in another document.
Dragging within a document won't copy, it will just move the line.