What do you mean "Select object" exactly?
Since you have already got the entity's ObjectId, in most programming cases, you already has the entity "selected". You can go ahead to start a trnsaction and retrieve the actual entyt with that ObjectId and do what you want.
If you mean to visibly show the entity represented by that ObjectId, you highlight it (Entity.Highlight()). You may also want to somehow zoom to that entity if the entity may be far offset from curretn view.