You make a time based selection by clicking & dragging in the timeline at the top of Track View
BUT - you only really need to do this if you have extraneous material at the beginning/end of your project that you don't want included as part of your export.
Like I said above, either select ALL or select NONE and your entire project will be exported.
One final point, if you have any reverb tails at the end of your project it's a good idea to extend the length of one midi clip to encompass the tail, otherwise it might get truncated