<< What about select what is on your screen, use Ctrl+C , then File>New, then Ctrl+V ?

Ok above + new file keeps the colors used for the objects created! Cool!

<< when you click in the viewport (or do any selection action like Ctrl+A or whatever)
it's that i had forgotten!

Ctrl + A ok, Rectangular Selection ok, Click on an object ok = selection following filters selected
but what do you mean by only "Click on the viewport" ?