Based on the provided information about Wei constructing the segment \( \overline{CD} \) as a copy of \( \overline{AB} \), the last step he would have taken is related to measuring the length of \( \overline{AB} \) and replicating it on \( \overline{CD} \).
The most likely last step is:
Using a compass, he measured the length from point A to point B.
This indicates that he used the compass to obtain the length of the segment \( \overline{AB} \) and then transferred that length to create the segment \( \overline{CD} \).