Athena can be used by AWS Console, AWS CLI but S3 Select is basically an API. Both works on S3 data but lets say you have a scenario like this you have 1GB csv file with 10 equal sized columns and you are summing the values on 1 column. With athena, athena downloads 1GB from s3 into athena, scans the file and sums the data. With S3 select, you get a 100MB file back that only contains the one column you want to sum, but you'd have to do the summing. With Athena+S3 Select, Athena requests just that column from S3, it returns 100MB to Athena, and then Athena does the summing for you.
Hope you got the answer.