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Make sure that Allow Selection of Detailed Objects List is checked (Edit>Settings under the Advanced tab). Go to your Level Objects (top-left panel) and look for the down-facing arrow (Add, search bar, then arrow). Click that and from the list select "Detailed Object List". Once you do that, the Level Objects panel will now show a list of all item types in your level. You can twirl each open to reveal how many of a type (i.e. if you see an arrow with Light after it, twirling that down will reveal a list of all lights in your level). Double click any of the objects (such as one of the lights) and the viewport will zoom to that object and it will be selected for you.
Intel i9-10900K 5.10GHz, 64 GB RAM, Nvidia GTX 1080 ti 11GB, Windows 10 64-bit, dual monitor display