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By default, Marquee selection is mapped to a right drag:
https://www.reaper.fm/videos.php#GIBt8AjdwEM
If you prefer, it's also possible to map it to left drag instead via the Mouse Modifiers: [Track] [left drag] - Marquee Select. More info here:
https://www.reaper.fm/videos.php#07DxHufRBUM
The MIDI Editor itself has separate Mouse Modifiers if you also want to map Marquee Select to [MIDI piano roll] [left drag] there:
https://www.reaper.fm/videos.php#ULOUfyGFdb4
As a side note: (on the macOS version) there's an option available under 'Preferences > Editing Behavior > Mouse' to 'Emulate right-click via Control + Left Click', which might be interesting in general, as well.