To determine the last step that Wei did to complete his construction of line segment CD as a copy of line segment AB, it is essential to focus on the comparison being made between the two segments.
Since the question implies that Wei is copying the length of segment AB to create segment CD, the relevant actions would involve measuring the length of AB and then replicating that length to find points C and D.
Therefore, the last step Wei took to complete the construction would logically be:
Using a straightedge, he constructed a line from point C to point D.
This final action confirms the creation of line segment CD with the length equal to that of AB.