Select Curve is when you are creating path or redoing the selection of positional data. After the path is generated, you can select the path statement, and then in the path statement properties you can perform smoothing.
The E values for points in path are automatically added for you based on the external axes connected to the robot. So in my layout, the robot is connected to track and imports 1 axis, and is remotely connected to positioner and imports 2 axes. The external axes have to be connected to robot prior to teaching positions. Also note that my path statement references a base frame which I attached to the workpiece.
In your layout, just add a linear motion statement and access its properties. If you do not see E1, E2, etc. properties for external axis values nor see external axes listed in the Jog panel of selected robot then the axes are not known to the robot/controller.
Did you take a track from the eCatalog and then use PnP to connect robot to track? What some users sometimes do is snap robot to platform on track, and then attach robot to track. That does not mean the robot inherently knows to use track as base kinematic system nor does adding workpiece positioner to 3D world automatically export its joints to the controller.
What you described in your op sounds like the robot is not connected to the track. You can verify that, of course, by checking the Jog panel and seeing if new positions have corresponding E properties for external axis values.
PTP statement properties
Path statement properties
Side note: Looks like the left (<) and right (>) arrow key shortcuts for stepping to points in path is bugging out in VC 4.2.2, so for selecting points that are not marked as reference points would need to be directly selected in 3D world to edit them individually.