Unfortunately Windows 11 have no such option in the Sound / Program Events, particularly for Copying / Pasting and Opus have no too.
I don't know how to write scripts at all, maybe someone will help to do it step by step, or maybe it will just can be added to the Preferences of the Dopus sound events soon?
As in clipboard copy, not the event when the file is actually copied to another location?
You could edit the Ctrl-C hotkey to use the Play command to play a wav file each time it's pushed.