Copying stuff from vim running in putty

You can select some text with the mouse and then type:
"*y to yank the selected text to the clipboard, then you should be able to use the clipboard content in another application.

if "*y is to cumbersome to type, you can put the following in host .vimrc
:noremap y "*y

Hold down shift, and then highlight the text you want to copy using the left mouse button. When you release, the highlighted text should be in the Windows clipboard.