The rules for KDP Select just say that if a book is in Select, you can’t have more than 10% of that book available electronically outside Amazon. So if you want to write, for example, a guide to the book’s characters and settings, that doesn’t have to be in KDP Select, as long as it doesn’t contain more than 10% of the text of the book that’s in KDP Select.
Whether a guide that’s done like that would sell any copies outside Amazon is another matter. I don’t think many people would buy a guide to a book that they can’t buy. Or are you planning to make the guide free, in the hope of persuading people to buy the book?