Sorry for late response.
You should be able to copy from either car or locomotive, just SHIFT+Right Mouse click on your car or locomotive with your desired color and SHIFT+Left Click on the helicopter to paste the color. And yes, with this it also coppies the vehicle logistic requests and maybe some other stuff.
I was trying to get similar color customization like locomotive and spidertron have directly on the helicopter, but did not figure it out.
Hope it helps :)