Example to Copy the filter result to a new worksheet:
1) Select the whole data range or if you not have empty rows/columns in the range
you can use Ctrl * to select all data or use F5>Special>Current region>OK with
one cell selected in the data range.
If it copy all the data (there are a few reports of 2007 users) use also the shortcut
Alt ; or F5>Special>Visible cells only>OK to select only the Visible cells.
2) Ctrl c in all Excel versions or:
Excel 97-2003: Edit>Copy
Excel 2007: Home tab>Clipboard group>Copy
3) Shift F11 in all Excel versions to insert a worksheet or:
Excel 97-2003: Insert>Worksheet
Excel 2007: Home tab>Cells group>Insert...Sheet
Or use button next to the last tab
4) Ctrl v in all Excel versions or:
Excel 97-2003: Edit>Paste
Excel 2007: Home tab>Clipboard group>Paste