In some situations, a message (SMS/MMS) needs to be copied because you need the information it contains elsewhere. This is done in a flash on your Xiaomi smartphone.
Note: To paste the copied text elsewhere, tap and hold a free space in the desired text line. The pop-up that appears shows all available options.

Android 10 (MIUI 12.0)
Step 1:  Open the  Messaging app
Step 2:  Choose a  conversation
Step 3:  Tap and hold a  message
Step 4:  Tap on  Copy
  1. Open the Messaging app
  2. Choose a conversation
  3. Tap and hold a message
  4. Tap on Copy

Xiaomi Instructions