Selection/Unselection of points in 2D and 3D Scatter Plot can be done by selecting the "Mode" combo value as "Select"/"Unselect" or click on "Select Points Mode"/"Unselect Points Mode" submenu of "Mode" menu.
To select/unselect point(s), drag the left mouse button down and right/left to draw a rectangular box. The data points that fall within the box get selected/unselected.
You can keep the shift button pressed while dragging the mouse to select more points (keeping existing selections as it is).