When select any object in layout, it will hilight in certain color.
How can we change the color use some skill code in .cdsinit or CIW?
The layers used for various objects is covered in the Virtuoso Technology Data ASCII Files Reference manual, Technology File Layer Definitions chapter, techPurposes section. There it tells you that the selection is controlled by the hilite drawing layer-purpose, so you can change that in the Tools->Display Resource Manager. In there you can select your technology library you're using, pick "All LPPs" and search for "hilite". Then you can modify it there and save the display.drf, or figure out from the UI which "packet" name is used, and modify the entry in your display.drf to the colour you want.