there is an option that sets the extractors to be built automatically on asteroids, its a good idea to have it ticked to make life faster
if you want to select ships, make sure you are selecting them only. for instance if you have 5 combat ships and one colony frigate, and you clik and drag over all of them, only the combat ships will be selected. there are a few situations like this with different priorities, but generally its combat ships first, then non-combat ships, then structures, then civilian ships last. other than that there is no reason why you cant select ships.... try holding the mouse button down harder?
i second GoaFan77's recommendation to play without an enemy. it will help you heaps. also if you feel competent, you can go into a map file and change the starting resource values for a particular map and start off with heaps of resources so you can learn a bit quicker.
Lastly, its a pet hate, but i cant stand terrible english and grammar. Taking a few more minutes to write your post properly will not only make reading your posts easier but will make certain other players take you more seriously, as you dont sound like some 13yr old kid with a short attention span.
otherwise, welcome and good luck!