You need to use the mesh select tool, which is the tab next to the primatives tab on the right hand side. First select the whole car (body), then use the edit mode on face select and choose the polygons you want.
But you don't need to do this to make the windscreen different colours etc - the different sections will already be different materials. You just need to use a multi/sub object material.
To do this go into the Material/Map Browser and click scene. Choose the car (CMX_blah blah usually) and drag it's little blob onto the Material Editor, and choose Instance as the copy method. Then in the Material Editor you will have a material that has several submaterials, each one a different thing (e.g. wheel grip, tyres, windows, body [skin], lights etc).
It's all in the tutorial, as is how to fix the tyre mapping which uses the poly select tool I mentioned first.