If you want to use the Direct Paste feature on your Mac and paste clipboard history items to other applications directly, you need to install Paste Helper.
The apps on the Mac App Store are sandboxed, which means that they can't communicate with other apps. That's why we introduced an optional helper application that makes Direct Paste work and enables pasting data to other apps directly.
Paste Helper installs itself to
~/Library/Application Support/Paste Helper directory and runs in the background.
You can always disable Direct Paste in Preferences and remove Paste Helper.