See when a macOS application accesses the clipboard?

There is no way to enable notification of clipboard access with macOS. This is a system feature introduced for iOS 14. See this UIPasteboard documentation which includes a note about iOS 14 as well as the developer level API for using the clipboard.

If you would like this feature extended to macOS, give Apple some Feedback. I could imagine that Apple might be reluctant to add this feature to macOS because so many apps could be accessing the pasteboard that the number of notifications might be overwhelming.

I can't even see a way of using system logging (via for example the Console App) to detect clipboard reads. If someone can point the way please add a comment.

Beyond that read @bmike's reply to this question How to secure macOS's clipboard? Apart from the implementation of the iOS feature the only significant change in the intervening 4 years is the Universal Clipboard which shares the clipboard across your devices.