Select Measures tool.

Select Section literally means a "section" as defined by "section breaks" you add to your score. if you haven't added section breaks - which you wouldn't normally unless your work is in several movements, or if you've combined multiple songs into a single score - then a section is the score.

To make selections of ranges - individual measures, or sets of them, or portions of them, on one staff or several - don't use the special Select Section command. Instead, use the standard tools for selecting things, like click one element / shift+click another to select everything between them. See the Handbook under "Selection modes" for much more information.