Answer:
At the Auschwitz complex of camps, some newly arrived Jews were selected for work - and the rest were usually gassed as soon as possible. Selection in this sense only took place on a large scale at camps that were both extermination camps and labour camps - namely Auschwitz and Majdanek.
At all the extermination camps a small number of new arrivals were sometimes selected to help with the extermination process, for example by digging graves, and some had to help the SS sort the victims belongings.
A medical officer like Dr. Mengele said to go left or right. One line was if your healthy and you would go work. The others were gassed as soon as possible.
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In addition to 'selection' on arrival, 'selections' would take place at any time. (A good example of this is in Schindler's List when the ladies are trying to make their cheeks red and they have to run around)
Often they would happen at roll call, but selection could happen at any time.