You can graphically select them in your model by holding control button while clicking on them. You can also graphically pick them from the graph tree while holding the control button down and clicking the items you want.
Alternatively, you can use the search tool to find curves and select them that way. There are several options to find what you want this with tool.
The challenge here is that CATIA doesn't really know what you selected. Did you mean to select the Products? The Parts? The Part Bodies? The Edges? The Vertices?
When selecting things graphically, CATIA can make some guesses based upon the current workbench and context, but it can still be a bit vague.
Under the Edit menu you have several search tools that will let you combine a graphic selection with some more specifics (i.e. I want all Parts within the current selection)
