After Solid Edge analyses the assembly, it will automatically go into 'Modify Results' mode. You can also get into this after the fact by clicking the Visible Faces button again and then clicking the Modify Results button within the toolbar.
Anway, once you're in this mode, clicking any part makes it blue and excludes it completly and shift clicking will undo this. This way, you can manually remove unwanted parts in one go.
If you want to manually select only faces to be removed (not whole parts), I'm not sure if this is possible.