You can select an item by clicking on it; once an item is selected, black or white square handles appear along its border or line.
Click on any bar, point, or slice of a series to select the entire series.

You can also click on the swatch of the legend (if it is visible) to select a series.

To select a category, click just below the axis of the chart under the category.

Click anywhere on the line of an axis to select it.