A blue dotted outline will appear around the highlight when selected. Open the Properties (Alt+P) panel. Under Appearance, edit the color and opacity of the highlight to make the content underneath more visible. To save these properties, select Set as Default under Options....
Select a single markup to highlight it. The corresponding markup on the page will also be selected. To select multiple markups, hold down Ctrl and select the ones you want. To select a range of consecutive markups, select the first markup, then hold down Shift and select the last one....