To get all benefits of spice protocol, you need to install spice-vdagent into guest operating system.
It's sources can be downloaded from spice-space.org.
Most Linux distributions include spice-vdagent package. So, just install with your package manager. For windows, get spice-guest-tools-0.100.exe
When installing spice-guest-tools you get following functionality:
Mouse can enter and leave virtual machine window seamlessly, without need to click to enter or press Ctrl-Alt to leave
Clipboard is shared between host and virtual machine
You'll get qxl video driver, which improves performance and automatically adjust screen resolution when spice client window is resized.
You also get drivers for virtio drivers and serial ports, but they require some manual setup not covered here. Check spice-space.org