On Linux I do:
How do I copy and paste between my local system and the remote system?
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Try using RDPv5 to connect, it should automatically set the protocol to RDPv5, but in some situations it will not.
Alternatively, try launching with these arguments:
-5 -K -r clipboard:CLIPBOARD
-5 forces RDPv5 (which it should use anyway, but sometimes it doesn't), -K forces it to not override the WM's key bindings, and -r clipboard:CLIPBOARD enables clipboard redirection (which is what you want).