How do I know which annotation package to use when looking at a dataset from GEO NCBI. It is clear that they do not use Annotation Dbi, as the select function does not work.

This support site is primarily intended for those who are having technical problems getting Bioconductor packages to work. You are not really having technical problems, but are instead apparently having problems because you don't really know what you are doing. This isn't the place for you to get educated!

People like to think of Open Source software as being 'free', but nothing could be farther from the truth. There is no free lunch, and while you can freely download and use Bioconductor tools, it's incumbent upon you to educate yourself well enough that you can do whatever analysis you would like. You can't just try stuff and when it blows up come here and expect someone to tell you why. The vast majority of Bioc packages come with a vignette (which you should read if you plan to use the package), plus there is a ton of content that explains things (see top right section here).

There are lots of people on this support site who are very willing to help people who really seem stuck, and appear to have tried to do their homework. But if it seems like you are using this site as your primary source of information without even trying to figure things out for yourself, that help will tend to dry up pretty quickly.