By default, enter copy mode with CTRL+a then ESCAPE. You can use vi like commands to navigate through the scollback buffer. The arrows and PAGE UP/DOWN should work as well. A few useful commands some may be unfamiliar with:
M - jumps to the middle visible line
NN% - jumps to the specified percentage in the buffer (0 - start, 100 - end
g - jumps to the beginning of the buffer
G - jumps to the end of the buffer
These keys are even useful when you aren’t using copy mode to copy/paste text.
Once the cursor is at the beginning location, press SPACEBAR to set your first mark. Next navigate to the ending position and hit it again. The second SPACEBAR will set your end mark and exit copy mode. One neat and often useful feature is selecting a rectangle on the screen rather than full lines. Use c and C to set the left and right column margins to the cursor’s current location.
Pasting is easy, just hit CTRL+a to activate screen then ] to paste.
There’s More!
There are loads more options such as multiple copy buffers, the ability to append marked text to the buffer rather than replacing it, etc. Check out the man page for more screen goodness.