The database side of GT.M is a hierarchical key-value store, so features like SELECT (I'm guessing you want a full SQL SELECT) needs to be implemented by some framework (either an existing framework or one created by you).
From a quick look at the JavaM API, it seems it only offers/showcase a Java interface to the features offered by GT.M. So I think you would have to implement the SQL SELECT feature yourself, in Java.
That said, it is possible that what you wanted to use a SQL SELECT for can be done easilly using the standard GT.M / JavaM API, so there would be no need to implement a full SQL SELECT.