You can deselect any selection in the image, which removes the marquee and integrates the selection back into the image. If you deselect a floating selection, Paint Shop Pro defloats it and places it in the underlying layer if the layer is raster. If the underlying layer is vector or Art Media, Paint Shop Pro creates a new raster layer and defloats the selection to it.
To deselect a selection:
Choose Selections > Select None, right-click in the image outside the selection marquee, or press CTRL + D.
Making Selections with the Freehand Tool
Making Selections with the Magic Wand Tool
Making Selections with the Selection Tool
Selecting All Non-Masked Areas