The default behavior is to copy the selction which is the whole row. If you want some other behavior, then you can try handling the CurrentCellKeyDown event and doing the copy yourself.
private void gridDataBoundGrid1_CurrentCellKeyDown(object sender, KeyEventArgs e)
{
if(e.KeyCode == Keys.C && (e.Modifiers & Keys.Control) != 0)
{
String s = this.gridDataBoundGrid1.CurrentCell.Renderer.ControlText;
Clipboard.SetDataObject(s);
e.Handled = true;
}
}