How can I know which of the feature or object have be selected?

Examine the type of what was selected.
In the .net API you can use the .GetType method or TypeOf operator.

Using UF commands, you can get the entity's type and sub-type. Below is some code from GTAC that reports the pre-selected entity's type and sub-type:

Imports System
Imports NXOpen
Imports NXOpen.UF
Imports NXOpenUI

Module journal

Sub Main
Dim s As Session = Session.GetSession()
Dim ufs As NXOpen.UF.UFSession = NXOpen.UF.UFSession.GetUFSession()
Dim selobj As NXObject
Dim type As Integer
Dim subtype As Integer
Dim lw As ListingWindow = s.ListingWindow

Dim theUI As UI = ui.GetUI
Dim numsel As Integer = theUI.SelectionManager.GetNumSelectedObjects()
lw.Open()
lw.WriteLine("Selected Objects: " & numsel.ToString())

For inx As Integer = 0 To numsel-1
selobj = theUI.SelectionManager.GetSelectedObject(inx)

ufs.Obj.AskTypeAndSubtype(selobj.Tag, type, subtype)
lw.WriteLine("Object: " & selobj.ToString())
lw.WriteLine(" Tag: " & selobj.Tag.ToString())
lw.WriteLine(" Type: " & type.ToString())
lw.WriteLine(" Subtype: " & subtype.ToString())
lw.WriteLine("")
Next

End Sub

End Module