Navigating/Selecting notes with the keyboard
tab selects the next note in a MIDI region, while tab selects the previous note. Holding down the key as well prevents previously visited notes from being deselected.
Selecting notes with the mouse
While in Object Mode, any note can be clicked on to select it. Once a note has been selected, left-clicking on another note selects all notes between the first note selected and the second one. Adding or removing a note to or from the selection is done by left-clicking it. Clicking and dragging outside of a note will rubberband select any notes enclosed by the selection rectangle; holding down the key will prevent any previously selected notes from being deselected.
In any mode, left-clicking on a note on the Scroomer (the piano header of the track, see MIDI Track Controls) will add all occurrences of that note to the selection, while middle-clicking will only select/deselect all occurances of that note, clearing the previous selection. Scroomer selections work on all MIDI regions of a track at once.
Listening to Selected Notes
If Edit > Preferences > MIDI > Sound MIDI notes as they are selected is enabled, Ardour will send a pair of NoteOn/NoteOff messages through the track as notes are selected. Assuming there is an appropriate device or synthesizer attached to the track, these should be audible.