Use Pick > Object
to pick objects. You can also use different pick tools to pick more specific types of objects.
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If Face selection is turned on in Preferences > Selection Options, you can pick surfaces by clicking anywhere on them, not just on the wireframe. See Preferences > Selection Options for more details.
Pick or unpick object components or specific object types
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What do the filter icons mean?

Click or drag to pick components of the types whose filter buttons are pushed in.