Set it to a variable instead of the clipboard, then use the variable to name the file.
Have a look at some of the script steps in this tread
First, your script should not copy data into the system clipboard anyway. This causes problems for your users when data they have previously copied mysteriously disappears--replaced by the text copied by your script. There are alternative methods that will avoid using copy and paste such as using set variable in place of copy and set field in place of paste. The only time that a script should copy data to the clipboard is when the data thus copied needs to be pasted into another application than FileMaker.
That said, you can get this data into a $Path variable and use it with Export Records or Save As Excel to specify both the name and location where you want to save/export this excel file.
If you insist on copying the data into the clipboard, you'll need to paste the data back into a field before using set variable to put that text into a variable for use in producing the needed file path and setting a variable to that path.
For more on $Path variables and an exploration file that can help you work with them, see: Exploring the use of a $Path Variable in Scripts