If you do want to spend from that address, you are good: go to the Send tab and spend the money; you'll spend only from that selected address.
It's not accurate to say "select addresses". In "Coins" tab, you select specific UTXOs not specific addresses. And how to do it, before there was such a function after pressing the button to spend, you could sign the transfer
For deselecting all selected UTXOs, click on "Reset" button at bottom of the window.
The way to spend specific UTXOs has been changed in new versions of electrum (4.0.x).
To do so, go to "Coins" tab, select UTXOs you want to spend, right-click and select "Spend". After that, go to "Send" tab and make the transaction. Electrum will spend only selected UTXOs.
You can also use "shift" and "control" buttons to select multiple UTXOs.
Note that if you have selected any UTXO, you see "Coin control active" message at bottom of the window.
