how can i select which files go on icloud

Seems like the best way to do this is to NOT select the option to put all of your documents in iCloud. That way, you'll have a Documents folder in your home folder that is local to your computer, and an iCloud Drive folder (look in the left-hand menu under the iCloud category) where all the files are in iCloud. Simply drag the ones you want in iCloud over to that folder.

nicco169 wrote:

I don't want all my files to go on icloud when the desktop is synced.

The entire Desktop and Documents folders are synced with iCloud when enabled.