Joojaa answered in comments, but...

To select a layer, sublayer, or object via the Layers Panel you need to click the little circle to the right of the layer/object. That is the "select" trigger.

You can Shift-click or Command/Ctrl-click the circle for multiple objects.

Joojaa answered in comments, but...

To select a layer, sublayer, or object via the Layers Panel you need to click the little circle to the right of the layer/object. That is the "select" trigger.

You can Shift-click or Command/Ctrl-click the circle for multiple objects.

Highlighting Layers/sublayers/objects in the Layers Panel only allows you to perform operations in the panel itself - via the icons at the bottom of the panel, or the panel menu - such as duplicating or deleting things. Highlights in the Layers Panel don't actually select anything in terms of what's on any artboard(s).