The four photoshop marquee tools are grouped together in the toolbar. To pick the one you want, click on the icon showing in the toolbar, and select the one you want from the pop-up menu.

To move a selection outline after you have completed it, make sure you have the New Selection option selected on the options bar. Then place the pointer inside the selection outline, and drag. You can also use the arrow keys on your keyboard to nudge the selection outline into place. To move the contents of a selection, use the move tool.
The keyboard shortcut for these tools is the letter M. Holding down the Shift key while pressing M will toggle between the rectangular and elliptical marquee tools.
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