Data tip is kind of an advanced tool tip message which is used to inspect the objects or variable during the debugging of the application.
 

Copy Value: to copy value ie: "SELECT COUNT(DISTINCT SHOP_NUMBER), COUNT(*)\r\n  FROM \r\n    ( SELECT DISTI...
Copy: to copy exp and value
 ie: queryString = "SELECT COUNT(DISTINCT SHOP_NUMBER), COUNT(*)\r\n  FROM \r\n    ( SELECT DISTI...
Copy Expression: to copy just the exp
 ie: queryString