As I said, I tried coLinux several years ago, so the memories are quite vague. I recall coLinux required "ssh'ing" into the coLinux application through a virtual network connection with an X11 server application running at the same time. The ssh terminal application like Putty, Cygwin/X or XWin32 (in its latest release) support clipboard copy and paste. I don't remember if OpenGL applications like SUMA worked at all.
Here is a link about setting up copy, paste support between coLinux and Windows. There are some more links, but those links are blocked on the message board.
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colinux.wikia.com]