For tutorial help there are dozens of video tutorials on XWD here:
http://www.xara.com/us/products/webd...torials-demos/
For selecting the objects, one quick way would be start dragging the corner of a large selection box somewhere off the map (so you don't click-select it), and drag the box over most (but not all) of the map so as to encompass all the clickable areas. Then when you see the four corner dots of each appear, click a color swatch and they should all pop into view in that color.
Xtreme has something called an Object Gallery that would make selecting them much easier but I can't recall whether that's a feature of XWD.
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