Are you talking about drag and drop, when you say copy and paste? If yes, you can also use Rightclick on object on your main computer and click copy. And then you go into the Virtual Machine and Rightclick the position where you want the file to get copied to.
If this doesn't work use the method KaiserM11 explained and get yourselfe VMware Tools like in this Video: https://www.youtube.com/watch?v=McjwI_6BKZY
Hope my answer was helpfull to you and happy coding :D