Could you please describe a little bit better with what is meant by "Click the shortcut to open the resource selector and choose a resource."

I am struggling, with something which is probably very obvious, but still can't figure out.

I can select this drill, but i cannot find where and when i could select the resource.
It does not let me place the drill, because of "No selected resource", but i cannot figure out where the selection should happen.
Tried Ghost placing, tried by hand. Tried clicking around in the inventory and from the ghost menu. Tried randomly hitting keys on the keyboard, that might do something. I cannot find out how to select a resource.

Sure, take a look at this pic.
The "shortcut" is the grey button, upper right, with the little gem, liquid and gas. Just click it, and it will open this pic.
Click on the resource you want and place a Resource drill.
Your choice will remain in effect until you change it, or switch surfaces.
You can select a resource with or without a Resource drill on your cursor.

Edit: If you do not see the shortcut, you will need to make an available shortcut slot, by deactivating another shortcut. Then activate the Resource selector shortcut and try the steps above.

Version 0.4.4 has been uploaded, adding a keybinding to open/close the Resource selector: Control + R

Thanks!