Hello,
Thank you for your feedback.
The default WinKey on a MacBook Pro keyboard is the Command key.
Thus in order to copy and paste you can use the keys Command+C (Copy) and Command+V (Paste).
In case you are still having issues, please collect a technical report (click the Parallels icon on top of the mac menu bar > Help > Send technical data > check "Attach screenshots..." > press Send Report) and send the report's 9-digit ID in a reply to this message.
Thanks!