To select by axis hover mouse over axis where you want to start selecting. Click and hold. Then move mouse along axis to where you want to end the selection. Then release the mouse button.
To select by box hold shift then click and drag the area to create a selection box. Then release the mouse button.
Adjusting the PValue input will cause the circles to change color depending on their PValue in the data. The rule for the PValue input is it will look through the data and color things less than or equal to the value input. Default is "0.05". To change type in the new value then press enter or click somewhere other than the input.