Lots of things:
- CTRL+click on the net (assuming you are already looking at part of it!)
- There may be a dropbox on the menu bar (exactly what you're looking for!).
- I think the Design/Nets menu or dialog has some highlight features.
- PCB panel, dropbox I think
- PCB List panel, select nets / objects in net
- PCB Filter panel, Net = '<net name>' (can also filter... well, any damn thing you can think of)
- Place a bit of track, edit it to assign net manually, then CTRL+click to mask the rest, or P, T (begin routing) and click on the trace (same as CTRL+click but shows the ratsnest to the rest)
- etc...
Tim