Is there a feature in InDesign CS4 that allows you to select all objects of the same color?
If it's a matter of changing the color of them to another, then add the new color to your swatches and then delete the old color (it'll ask for a replacement swatch to change the old color to a new color, i.e. the new swatch you just added.)
As for a group selection, I don't believe you can select an object based on color.
The find and replace feature allows you to find objects with a fill or stroke of a particular colour (or half a dozen other criteria).