When you select the icon of a file or folder, its name is highlighted. Many choices in File Manager's menus apply to the currently selected file or folder. The Selected menu contains choices that affect only the currently selected objects. The contents of this menu will change as you select different kinds of objects in the view area.
Click once on the icon.
Use the Tab and arrow keys to move the highlight to the icon you want to select.
Press the Spacebar.
To deselect a file or folder, select another icon or click an empty area within the File Manager window.