Natural selection means there is free choice in who to breed/reproduce with. Humans have natural selection. We can have children with whomever we choose. Selective breeding is where the breeding/reproducing is chosen for them. For example-when breeding dogs, you choose two healthy animals who have the traits you want and breed them. Natural selection would be letting them decide who to breed with.
Selective breeding is done with most animals and some crops. Usually it is to breed in (like disease resistance) or to breed out some trait( like hip displaysia)
Hope it helps