I cannot highlight on a pdf file, and I cannot copy-paste with 2 files opened?

I cannot highlight on a pdf file, and I cannot copy-paste with 2 files opened?

I am using Notebook on PC and Surface Pro 6. I add pdf papers to read on the Surface when I am out. Sadly I cannot work much on it as I want. Specifically, when I choose some texts, a box appears with "copy" and 3 dots. When I click on the 3 dots, it disappears. Nothing happens, no option available for me to highlight the texts. I already ordered a surface pen because I want to read and highlight and takes notes and drag pictures/photos on my reading papers. I also hope to open my notes at the same time so that I could copy and paste from the reading papers to the notes.
What I can do on the PC is open my reading files on another program, and copy-paste texts into notes of Zoho notebook on one side. I hope to do all these on Zoho Notebook, too!  
Any help please? 

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