property ExShellView.Objects as ExShellObjects
Retrieves a collection of ExShellObject objects that indicates the current selection, or all items from the view.

TypeDescription
ExShellObjects An ExShellObjects collection that holds a collection of ExShellObject objects.
Use the Objects property to access the collection of selected items or all items. Use the Get method to fill the Objects collection with specified elements ( selected or all items in the current view ). 

The Objects.Get method gets:

The following VB6 sample gets a collection of selected items ( in case your control allows multiple selection ):

Private Sub ExShellView1_StateChange(ByVal newState As EXSHELLVIEWLibCtl.StatesEnum)
    If (newState = SelChangeState) Then
        ExShellView1.Objects.Get SelectedItems
        With ExShellView1.Objects
            For i = 0 To .Count - 1
                Debug.Print .Item(i).Name
            Next
        End With
    End If
End Sub

In case your control supports single selection, you can use the ObjectSelected event to notify when a new item/object is selected:

Private Sub ExShellView1_ObjectSelected(ByVal Object As EXSHELLVIEWLibCtl.IExShellObject)
    If Not (Object Is Nothing) Then
        Debug.Print Object.Name
    End If
End Sub

The following C++ sample displays a message box with the Name of all selected files and folders:

#import <ExShellView.dll>
using namespace EXSHELLVIEWLib;

void GetSelectedObjects( EXSHELLVIEWLib::IExShellView* pShellView )
{
	pShellView->GetObjects()->Get(EXSHELLVIEWLib::SelectedItems);
	EXSHELLVIEWLib::IExShellObjectsPtr spObjects = pShellView->GetObjects();
	for ( long i = 0; i < spObjects->Count; i++ )
		::MessageBox( NULL, spObjects->GetItem( i )->Name, NULL, NULL );
}

The following VB.NET sample shows how to get the selected files/folder for /NET assembly version:

Dim i As Long = 0, s As String = ""
With Exshellview1
    .Objects.Get(exontrol.EXSHELLVIEWLib.ObjectTypeEnum.SelectedItems)
    With .Objects
        For i = 0 To .Count - 1
            Dim sel As exontrol.EXSHELLVIEWLib.exshellobject = .Item(i)
            ' * The sel indicates the shell object being selected *
            s = s + sel.Name + vbCrLf
        Next
    End With
End With
If s.Length > 0 Then
    MessageBox.Show(s, "Selection")
Else
    MessageBox.Show("Empty", "Selection")
End If

The following C# sample shows how to get the selected files/folder for /NET assembly version:

string s = "";
exshellview1.Objects.Get(exontrol.EXSHELLVIEWLib.ObjectTypeEnum.SelectedItems);
for ( int i = 0; i < exshellview1.Objects.Count; i++ )
{
    exontrol.EXSHELLVIEWLib.exshellobject sel = exshellview1.Objects[i];
    // * The sel indicates the shell object being selected *
    s = s + sel.Name + "\r\n";
}
if (s.Length > 0)
    MessageBox.Show(s, "Selection");
else
    MessageBox.Show("Empty", "Selection");