If you are trying to copy some text / image / file from remote desktop to local computer, the process rdpclip.exe should be up and running.
Check Task Manager of the remote desktop, whether the process is active. To get task manager, click Send Alt+Ctrl+Delete option in the remote desktop toolbar.
If the process is not running, go to Start > Run command. Type rdpclip.exe and hit enter. The process will start to execute.