I can't grasp the point of your question (may be), but:
1. (optional) Choose filter option, ex. "Datums"
2. Choose necessary feature in your subassembly. Place a cursor over the area the desireable feature is located, some feature is supposed to highlight, then click RMB as many times as necessary until you highlight the feature you want to choose. OR ... then click RMB and hold it presses for some period of time untill pop-up menu is displayed. You may choose from that menu the following option "Sel by menu", the latter action causes Query Sel window appear (it is the situation that was realized in previous releases of ProE)
Good luck