I have created the dialogues, but do not know how to select one to continue down the branches of conversation.
I noticed the left and right arrows will highlight a specific response, but I cannot find the key to press to actually select it to test the dialogue.
You need to look into how to create a dialogue system. If you search for that, you will find discussion on how to create such system. And maybe you could think about using a pre-made dialogue system if you are intending to do something that requires more than a simple yes/no and maybe a follow up branch or two. Dialogue systems are quite a complex topic in itself so there’s really no push a button fix.