Copy Link is a feature that usually available when browsing Document Libraries but this menu option will be hidden when using SharePoint search.  There is a way to access the Copy Link though a button in the Detail pane.

Using the SharePoint Search Bar on the top of the page enter your term and click enter.

Step 1: When your document is found, select it from the library search results.  A Blue Checkmark will appear just to the left of the document you've selected.

Steps 2 - 3: You can access the details from the ( ... ) Show Actions menu at the bottom is the Details

Or you can access the details of a document by selecting a file and clicking on the button of the circled i.  

Once the Detail Pane is expanded on the right side of the site you can scroll to the Path header next to it you will see a blue button of page icons.  Clicking this button will copy the direct link to the document.  You will be able to paste this direct link to the document in any application, outlook or teams message.  Be sure that the user or audience that you are sending the link to has permission within the SharePoint to view the document.