It doesn't make sense. If I make a piece of software that curls a random gist and then puts it into your editor am I infringing or are you infringing when you run it or are you infringing when you use that file and distribute it somewhere?
Depends on the license. If it's MIT and you serve the license, no, you are not infringing at all. A trimmed version of MIT for the relevant bits:
Permission is hereby granted [...[ to any person obtaining a copy of this software [..] to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, [...] subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
> are you infringing when you run it
Depends on the license
> are you infringing when you use that file and distribute it somewhere
Depends on the license
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When copilot gives you code without the license, you can't even know!