One way is to click() the selectitem if they are declared:

 <h:selectOneMenu id="Weekdays">
 <f:selectItem id="selectMonday" itemValue="Monday"/>
 <f:selectItem id="selectTuesday" itemValue="Tuesday"/>
 <f:selectItem id="selectWednesday" itemValue="Wednesday"/>
 <f:selectItem id="selectThursday" itemValue="Thursday"/>
 <f:selectItem id="selectFriday" itemValue="Friday"/>
 <f:selectItem id="selectSaturday" itemValue="Saturday"/>
 </h:selectManyListbox>

 JSFSession jsfSession = new JSFSession("/indexWithExtraComponents.faces");
 JSFClientSession client = jsfSession.getJSFClientSession();
 JSFServerSession server = jsfSession.getJSFServerSession();

 client.click("selectMonday");
 client.click("selectWednesday");
 client.click("selectFriday");
 client.click("submit_button");

Another way if you don't have declared selectItems is to find the selectitem from the select control and click it directly:

 HtmlSelect htmlSelect = (HtmlSelect)client.getElement(controlId);
 HtmlOption htmlOption = htmlSelect.getOptionByValue(value);
 htmlOption.click();