When you said in the title of this thread, "choose xyz", I immediately think of constructing luminosity layer masks that will select out the shadows, mids, and highlights, but I suspect that may not be what you have in mind. For example, there are some standard PS tools (ie, like the Color Balance tool) that allow one to separately work on these areas.
Also, to be honest, I'm a bit confused when, in the body of your post, you ask if there are any "special colors" for these areas. Are you looking for color palettes, tools, masking methods or what?
Perhaps it would be better if you describe exactly what you want to do, not methods or tools that you think may work, because there may be approaches you haven't thought of. For example, "I want to change the saturation of the shadow areas", or "I want to de-noise the shadow areas more than the mids and highlights", or, "I want to recover detail in the highlights", or, "I want to add a blue sky to the burned out highlights", etc. etc.
Tom M