expression.Select applies to a long list of object that could be the
'expression', and most of them are Range objects, similar to Range objects,
or things that have a Range property. When you call it, it moves the
insertion point (the Selection) to that object, so whatever you do next
(formatting, copying, deleting, etc.) applies to that object.

expression.Activate applies to these objects: Application, Document,
InlineShape, OLEFormat, Pane, Shape, ShapeRange, Task, and Window.

For the Application, Document, Pane, Task, and Window objects, the Activate
method moves the focus from some other object to the one in 'expression' but
doesn't move the insertion point the way Select does. For example, if you
use the splitter to make two panes that view the same document, you can use
Activate to switch the focus from one to the other. If you have two
documents open, you can switch the focus from one document to the other.

For the InlineShape, OLEFormat, Shape, and ShapeRange objects, Active opens
the appropriate editor (for example, the picture editor, or Excel or some
other program for an OLEFormat object).