To select a single ruler guide, use the tool  and click the guide. The pointer changes in the special icon:

The selected guide is marked by a small rectangular handle that appers on the edges of the page background zone. If your page is zoomed in so you don't see page edges, you won't see guide handles. If so, zoom the page in the way you can see the guide handles. If necessary, fit the page to window.

If you can't select a guide

If you can’t select a ruler guide, first unlock guides (Layout > Lock Guides). If you did so, and still cannot select a guide, the guide might be on the master. To select a master guide, open the master page.

It is not possible to select multiple ruler guides.

See also Moving and removing guides.