Detect copy/paste done performed in guest OS running in a Virtual Machine on macOS host
No, it is not in general possible to detect whether a file or a text message has been copied from a virtual machine to a Windows or Mac computer.

An adversary could do this undetected even through such means as OCR'ing (optical character recognition) the text on the virtual display. The virtual machine cannot in any way detect whether it is a normal human being looking at the display, or it is a program that is silently recognising and copying text.

Files can also be copied by the host machine accessing the underlying disk storage directly without giving the guest virtual machine any way of detecting that the file system has been accessed, and file contents copied.