I want to implement the Interrupt on the Adafruit_RGBLCDShield Select button to start/stop the data logging?
There is no interrupt for the select button.
The buttons, and the LCD itself, are connected to an I2C IO expander. Reading the state of the buttons is a polling operation - the library sends a request to the IO expander to get the current state, and then returns that to you as a bitmap.
While it is true the IO expander can be configured to generate an interrupt signal on one of its IO pins when an input changes state, that pin is not connected to anything on the PCB, so you would need to physically modify the shield to connect it to an interrupt pin on the Arduino. And on top of that, the library doesn't implement the settings needed to enable the interrupt - so you'd have to resort to configuring it all manually.
If you really want to do that kind of thing, then you will have to examine the datasheet for the IO expander and learn how it works.