Based on the description provided and the nature of the construction, the last step that Wei likely did to complete the construction of \( \overline{CD} \) as a copy of \( \overline{AB} \) is:
Using a straightedge, he constructed a line from point \( C \) to point \( D \).
This step would finalize the construction by connecting points \( C \) and \( D \) to visually represent the line segment \( \overline{CD} \) that is equal in length to \( \overline{AB} \).