I don't think there's any selection method in AutoCAD that's actually called "lasso" but there are a few options which could be described that way:
Window. W. Usually invoked transparently by selecting left to right. The user creates a rectangular "lasso." The result is to select all objects wholly within that rectangle.
Crossing Window. C. Usually invoked transparently by selecting right to left. Like a window except that object touching, or crossing, the selected rectangle or lasso are also selected.
Window Polygon. WP. The user creates an irregularly shaped "lasso." Anything wholly within that shape is selected.
Crossing Polygon. CP. The user again creates an irregularly shaped "lasso." Anything within or touching that shape is selected.
Hope this all makes sense and helps
dJE