There are a number of different ways to select components within a window, each of which have their own advantages.
Mouse Selection
Using the mouse is the most common way to select components. Make sure that the selection tool (
) is the active tool. Simply click on a component to select it. If the component you want to select is obscured by other components, hold down alt and keep clicking, the selection will step down through the z-order.
You can also select components using window-selection. Click-and-drag in a container to draw a selection rectangle. If you drag the window left-to-right, it will select all components that are contained within the rectangle. If you drag the window right-to-left, it uses window-crossing selection. This will select all components that are contained within the rectangle or intersect the edge of the rectangle. Lastly, you can start dragging a window selection and then hold down the alt key to use touch-selection. This will draw a line as you drag, and any components that the line touches will become selected. As you're using these techniques, components that are about to become selected will be given a yellow highlight border.
Tree Selection
By selecting nodes in the project browser tree you can manipulate the current selection. This is a handy way to select the current window itself, which is hard to click on since it is behind the root container. (you can click to it though, using alt-click to step down through the z-order). It is also the only way to select components that are invisible.