Linux
On my Linux system, the + and * registers map to an X11 selection, which can be pasted with the middle mouse button. When :set clipboard=unnamed and :set clipboard=unnamedplus are used, then the registers map to the clipboard, and can be pasted with CTRL-V.
The specifics seem to be somewhat configuration and system dependent, so your mileage will definitely vary. It should definitely get you pointed in the right direction, though.