I wanted to use tmux and still be able to highlight text with my mouse and have it copied to the system clipboard. tmux captures mouse commands though, so the copy/paste wasn’t making it out.
Turns out, using the default WSL Bash on Windows shell, you just hold the shift key along with your mouse actions.
There are some more complex options out there, but this was all I needed.
Details: https://github.com/Microsoft/WSL/issues/1586#issuecomment-272235493