LOC only approaches: Press LOC p/b to arm LOC mode and monitor LOC*. On final, coming to FAF, select FPA and monitor with LOC deviation index, DME/ALT or time, yoyo.
VOR: You can have fully managed or fully selected (aka selected-selected). "Semi-selected" means lateral managed and vertical selected. You can't have lateral selected and vertical managed - the A/P kicks you out. With selected-selected, fly it laterally like any VOR but try to select a descent point where you will descend smoothly and continuously without level-outs to minimise power changes (practice required !) and arrive at the FAF configured and stabilised.
I've never heard the term "Selected ILS" ... sounds more like a LOC-only approach.