You can use outall keyword to ask for output the whole data set with an indicator variable namely selected. The variable have values {0,1} where 1= selected.
Here is an example,
proc surveyselect data=sashelp.class
method=srs rate=0.5
seed=11 out =Q1 outall;
run;
data sample_select sample_noselect;
set q1;
if Selected=1 then output sample_select;
else output sample_noselect;
run;