This sentence has several faults that can't be excused by imagining some contrived context.
"with" would never  be valid here - a reasonable alternative would be "concerning".
"and" doesn't work unless followed by something like "to say".
"also" is clumsy here and should probably be discarded unless the whole sentence is recast.
"they have selected" should probably be preceded by "that".
Apart from basic grammar errors, there's a fundamental problem regarding exactly the scope of the word "confirm" here. I doubt OP really intended it to include confirming the company selection, because in that case I can't see why he'd ever have included the word "also" in the first place. But if that were to be the intention, one valid phrasing might be...
He just called me to confirm everything concerning his father, including the fact that they have selected which company they will contact.
If on the other hand "confirm" covers only some other details already known to need confirmation, and the matter of company selection is simply some additional piece of information passed across in the context of the call...
He just called me to confirm everything concerning his father, and to say [that] they have selected which company they will contact.
 You could feasibly justify "with" here if the father was actually with the speaker at the time, and "he" was calling the speaker's number in order to get through to his father, but I think this is hopelessly contrived.