The pop-up menu in Jmol is somewhat limited in its command set. For example, you cannot select a single residue easily. However, the full Jmol command set can be run in the console window.
Select "Console" from the menu. A new box should open up labeled "Jmol Script Console". A list of Jmol commands can be found at the following site: Jmol commands. A number of examples follow (type in the lower part of the Jmol Script Console window)
Example:To color Phe residues yellow, make Phe30 spacefill, and add a translucent surface to Phe 52, type the following into the console, each line followed by a return: