Went away airily with a blue copy (4)
I believe the answer is:
blew
'went' is the definition.
(blowing is a kind of going)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for blew that I've seen before include "Sounded (a whistle)" , "Gusted" , "Sounded (a horn)" , "Breathed hard" , "spent freely" .)