You must have added a panel stack to the document, to use as the target of the selector. For steps, see Inserting a panel stack into a document.
Open the document in Design or Editable Mode.
Right-click the panel stack to use as the target of the selector, and select Create Panel Selector. A selector is added just above the panel. The selected panel stack is the target and the Action Type is set to Select Panel.
By default, autosubmission is enabled, which means that once a user chooses an item in the selector, the target immediately updates without any additional user interaction. To disable it, see Allowing autosubmission in selectors.
Now that you have created the selector, you can modify properties, such as multiple selections and simultaneous display of selector items, and format the selector.