In Blender, we have several selection tools that work differently. The issue is that the tool Circle Select is misleading, because the name would suggest that the tool would let you drag out a circle or oval to select items.

Instead, what this tool *actually* does, is allow you to paint selections. Most apps call this kind of thing Paint Select or Paint Selection, which is exactly what the tool is for.

Here's a small patch to rename it, according to the Naming Conventions design task: T56648: Blender 2.8: Naming Conventions