It ultimately depends on what context the link is in. Opening the link in Safari and choosing Copy from the Share toolbar is good, but if finding a link in an email or in text, I tend to focus on it and then do a 3-finger quadruple tap to copy the last spoken text to the clipboard. Then you can paste it wherever you want, though it may pick up the "link" trait text after the URL if VoiceOver sees it as an actual tappable link.

If you tap Open URL from Slackin iOS, it opens a context menu where the first option displays the URL and lets you tap on it to open it, but you can also do the 3-finger quadruple tap there to copy it.

Can also use text selection to highlight the URL and then just use Copy from the rotor edit option. Make sure you have text selection turned on in your rotor from the Settings > Accessibility > VoiceOver > Rotor screen.

There are several ways, but the way I prefer is to open the link in Safari, tap on the address bar, choose Copy from the Edit menu in the rotor and then use Paste from the Edit menu to insert it.