To select your columns, either right-click in the table area and use the speed menu to choose "Select All" or "Unselect All". Or select the check box for each column to select it individually.
Notice that when each column is selected, the column grid below id being populated with your selections. What you are basically doing is constructing a SELECT clause that your query is based upon. Next, you will add a WHERE Clause to limit the amount of data returned.