Where does this style work?

It works wherever plain text is accepted — bios, usernames and comments — because the letters are real Unicode characters, not a font.

Can I copy it together with other words?

Yes — copy the whole output and paste it next to plain text; every letter stands alone.

Two lines under every letter

Double underline adds two combining low lines (U+0333) — extra emphasis under every letter.

Y̳o̳u̳r̳ t̳e̳x̳t̳ h̳e̳r̳e̳