My apologies! I should have asked for more clarification before assuming I knew what you were asking about
First, the selection tool is available both from the tools menu or from the toolbar that should be on the top of each window. If you're using JMP on Windows the toolbar might be set to auto-hide, but you can click the alt key, or hover over the top of a JMP window to reveal the toolbar (you can disable autohiding of the tool bar in Preferences > Windows Specific > Autohide Toolbar). Here is a PDF with more complete instructions on using the JMP tools: http://www.jmp.com/academic/pdf/learning/01_jmp_tools.pdf
(From the JMP learning library at jmp.com/learn)
In graph builder you can plot different Y variables simultaneously, or even different X variables simultaneously, but I'm not sure if you have all your data in the same data table or in different data tables. If it's the former you can double plot by using the drop zones at the top and bottom of the Y axis, or the right and left of the X axis. Here's a quick recording of what that looks like.
Does that work for your situation? If you can post a sample of the data and an example of the plot you want to make I would be happy to try some different things with your actual data.
Julian