The simplest option is to click in the table then click the handle that appears outside the top left corner of the table.
Or you could paste and select using a macro e.g.
Code:
Sub PasteAndSelectTable()
Selection.Paste
If Selection.Tables.Count > 0 Then
Selection.Tables(1).Select
End If
End Sub
However if you are going to the trouble of using a macro, then there may be no need to 'select' the table as you can work with the pasted table without selecting it. Much depends on the point of the exercise.
You could even replace the built-in Paste command by renaming the Macro EditPaste
Then when you use the Word Paste command, if there is a table on the clipboard it will be pasted and selected.