"Choose" and 'select' can be used interchangeably in many cases, but not all.
'Select' usually implies a less emotional, more careful choice. The possibility is usually between a smaller number of possibilities.
You could choose between two friends, but you wouldn't select a friend.
You select a button on your mouse, but you wouldn't choose it.
You could choose or select a book from a shelf. It would usually be to select, but choose is acceptable.
I can select a candidate from a list of candidates for a job. 'Select' here implies an objective choice. You are not selecting a friend.