That part of the library is fairly low level and has a mostly
one-to-one correspondence to the C API. This means that you should be
able to more or less read an example of how to do it in C and just
translate that to the functions you see in Graphics.Win32.GDI.Clip.
In other words, try this example:
http://www.codeproject.com/KB/clipboard/archerclipboard1.aspx
Now, on a stylistic note, I think most people who do Win32 programming
avoid directly using GDI. It's older, low level, and sort of
"primitive". So, usually you'd use a different library that wraps
around GDI. At least, that seemed to be the case when I last looked
for resources about GDI programming. Perhaps it doesn't apply
universally (my example usage was with fonts).
Jason