It is often necessary to select a place or an area of the map. To select a place, all you need to do, is to click on the place’s name with the left mouse button. The selected place (e.g. a city) will appear with a highlighted box, e.g.:

A selected city
Right click on the current selected place to display a popup menu that allows you to perform various operations such as highlighting the place or zooming to it.
It is also possible to select an area of the map. This might be for a zoom operation, a print operation, or it might be to export pushpins. Create a selection area by clicking on the map with the right mouse button, and dragging a rectangle over the required area. Release the mouse button to create the selection area.
By default the mouse will change to a magnifying glass when it is inside the selection area. Left-click to zoom to this area of the map.
Alternatively, right click to display a popup contextual menu. The exact options available on this menu will depend on MapPoint’s state and the objects that are present in the selected area. The following example includes pushpins, so MapPoint has included a number of pushpin-specific options:

Selection Area right-click pop up menu

How can I just select a state to export to excel?
You cannot select a state in order to export its contents (e.g. pushpins). The closest you can do, is to draw an outline around the state and to use this to export the pushpins within it.
The North American Mapping Templates may be useful here.