The Selection Tools are located on the top two rows of the tool bar.
Hold the mouse over the icon on a tool. This will show you the name of that tool. Hold the left mouse button down while over a tool icon. The other tools in the category will appear.
The Rectangular Marquee tool is located to the left of the Move Tool and is denoted by a square made of a dotted line. Hold down the left mouse button over the square. This will show the icons for the Elliptical Marquee tool, Single Column, and Single Row select tools. While holding down the mouse button, drag over one of the other tools that appeared and release the mouse button. You are now using that tool.
The Lasso tool is located to the left of the Magic Wand tool. Holding down the left mouse button over the Lasso tool icon, will show the magnetic selection tool, and the Polygonal Lasso.
Note that when you select a tool, the options tab on your navigation menu comes to the top with the name of the tool you are using and a few options. Anti-Aliasing makes for smoother edges on the selected area. Different options will be available for different selection tools.
The Magnetic Lasso tool is the tool I recommend for selecting the outline of a complex shape. This method will not work as well in pictures without contrast between the shape you want to select and the background. Click once on the edge, and drag the mouse around the shape. Selection points should appear, and the lasso should be holding on to the side of the image. Closing the lasso is tricky. Try to click on the first selection point (the one you made when you started using the tool). If you aren't accurate you can always trim the extra part off, as long as you don't select pixels that are inside the image you want.
Once you have a selection created, you can select all the area except the selected pixels by right clicking on the selection and choose Select Inverse. If there is another image you would like to preserve, hold down ALT and drag another selection, the first selection will remain. Now you can apply tools and adjustments on only two separate areas, or, if you select the inverse, only the background, without touching the two unselected areas