If you would like to have something more 'easy' to use, you can add the commands from @reker to your ~/.bashrc file (if you use zsh, you have to put it in the ~/.zshrc file).
I added these two lines to my file:
alias paste="powershell.exe -command \"Get-Clipboard\""
function clip { "$1" | clip.exe;}
I use clip as a function, so I can use the command linux like ('command' 'use this for command'). If you would prefer the alias way, you can add something like
alias clip=clip.exe
than you don't have to write the .exe all the time.
Don't forget to run the command
source ~/.zshrc
after you saved the file. Otherwise the changes are only applied after a restart of your console.