On the left side of the screen you will see a listing of package groups. When you expand this list and pick one group, the list of packages in that group will appear in the panel on the right.
To select an individual package, double-click on it, or click on it once to highlight it and click on Select Package For Installation. A check mark will appear on any of the packages you have selected.
For more information about a specific package, click on it. The package information will then appear at the bottom of the screen, along with the package name and size.