Select supports .DNG files, however if you are unable to see the thumbnails in Select as the example below, it's highly likely due to the embedded previews being quite small.
How to resolve
If converting to .DNG files
1. You can import your images into Select and then compress them once your selection is complete.
2. If you want to convert them to DNG's first before importing into Select, make sure to include full-size previews when doing so. After doing this, your imported images should now load.
If your camera shoots .DNG files
Some cameras will allow you to change the embedded JPG preview size. If so, set this to Full Size/High Quality.
If you can't change this setting and you still want to use Select, you can import them into Lightroom first, then export them with the settings described below.
If you are exporting .DNG files from Lightroom
If you are exporting your RAWs from Lightroom as .DNG files, make sure the JPEG preview is set to 'Full Size' in your export settings.