In German, it's a known rule that nouns (Substantive) must start with a capital.
However, the translation of "Click to copy" seems to be "Zum Kopieren anklicken".
Thanks in advance
Your third option is correct.
In German, you can generally make a noun from a verb, and this noun then names the action. Of course, as a noun it has to be capitalized.
In the phrase "zum Kopieren", you find a hint in "zum", which is a contraction of "zu dem", containing an article in Dativ case, thus implying that the following word probably is a noun.
So, "das Kopieren" translates to something like "the act of copying".
"Zum Kopieren anklicken" directly translates to "For the act of copying, click here", which isn't idiomatic in English.
"Click to copy" directly translates to "Klicken, um zu kopieren", which isn't idiomatic in German.
In addition to @RalfKleberhoffs excellent answer:
In German this is an effect called "Substantivierung": take any word and use it as a noun. In most cases (yes, there are some exceptions) this word then becomes a noun and all rules for nouns including capitalisation apply. e.g.:
Ich habe gestern gelesen und werde es morgen wieder tun.
but:
Das Gestern ist vergangen, reden wir über das Morgen!
"Substantivierte Verben" (verbs used as nouns - notice that there is a difference between verbs-made-nouns and verbs used as nouns, e.g. to the verb "planen" there is the verb-made-noun "die Planung" which is the outcome of when you do plan, but "das Planen" is the act of planning) show all attributes of a noun. We already had capitalisation, but there is also inflection:
planen (verb, "to plan")
das Planen (verb used as noun, "the planning")
[die Zeit] des Planens (Genitiv of "das Planen", "the time of planning")
You can also build composites with these new nouns:
das Vorausplanen (the planning in advance)
and use adjectives to further qualify them:
das sorgfältige Planen (the careful planning)
