Tmux 2.4 (April 2017) added a very useful copy-pipe-and-cancel command.
The config below configures copying to the tmux buffer and the Windows system clipboard in one command, including click-and-drag copying (without holding shift). I'm sure there's a way to get this to work with copy-mode (emacs style) but I'm not familiar enough with it to offer any advice. I've tested the config successfully both in WSL via PowerShell and WSL via MinTTY.
# Configure copying