If you want to do this programmatically and have MATLAB version R2020a or later you can use the copygraphics function with the BackgroundColor and ContentType parameters, without having to change the figure or axes color properties:
copygraphics(gcf, 'BackgroundColor', 'none', 'ContentType', 'vector');
In this case, I specified 'ContentType', 'vector' to ensure that the output is "true" vector (fully scalable) and isn't copied as a raster/bitmap image. If hadn't specified that MATLAB would look at the figure contents and decide what format to copy to the clipboard.
In earlier versions of MATLAB you would have to change the figure and axes colors and use the print function for this and specify the '-painters' flag to ensure the output is true vector:
set(gcf, 'color', 'none');
set(gca, 'color', 'none');
print(gcf, '-dmeta', '-painters');