To select individual objects, click in the object’s selection column (between the target button and the scroll bar). Shift-click to add or to remove objects from the selection.
To select all artwork in a layer or group, click in the layer’s or group’s selection column.
To select all artwork in a layer based on the currently selected artwork, choose Select > Object > All On Same Layers.
Selection color boxes appear next to each selected item in the panel.
For a video on working with layers, see www.adobe.com/go/vid0041.