^K C in JOE and JSTAR will paste text from the Windows clipboard if no block is set. JOE also maps ^S to copy the current block into the clipboard. If you use a different personality, you may use the context menu (right click in the editor) to copy into/paste from the Windows clipboard.
You can drag files from Windows explorer onto JOE, and it will open those files.
Shell windows work, but with some limitations. Programs that interact directly with the console interface (e.g., PowerShell) do not work and will appear to hang when run. You may be able to stop them by moving the cursor away from the end of file and pressing ^C to terminate. If that doesn't work, try task manager.
Some programs can be made to work, for example Python needs the "-i" switch to function properly. The shell windows interact with applications similarly to the way that mintty does. If there is a workaround for mintty, it will likely work for JOE.
JOE for Windows comes with several builtin color schemes, which are more suitable for a GUI environment. They can be selected through the context menu (right click on the editor window). The font and cursor type may also be changed there.
You can toggle fullscreen mode with Alt-Enter to relive the old days. Even better, find a CP437 font!
JOE for Windows uses a different (but similar) file layout than JOE for UNIXen. Most files important to the editor are found at the install location of the joe.exe file, usually C:\Program Files (x86)\JoeEditor. *rc files are stored in the conf\ subdirectory, *.jsf files in syntax\ and color schemes in schemes\.
You can override any of these files or settings by sticking a copy in your "home" directory. This directory is found in %LOCALAPPDATA%\JoeEditor (where %LOCALAPPDATA% is the value of that environment variable -- it's usually C:\Users\(your user name)\AppData\Local\JoeEditor).
Place any *rc files in the root of that directory
Place any *.jsf files in the syntax\ subdirectory
Place any *.joecolor (color scheme) files in the schemes\ subdirectory