Thanks for all replies.
But when I select a row (from selected rows) in attribute table of ArcMap, ArcMap highlights the feature on map.
I want to do the same.
If ArcMap has this functionality, I think it must be possible for custom application too. Am I wrong?
List<IFeature> subSelection = new List<IFeature>();
Not sure why you are so sure that it is not Graphics (i.e., Elements). There is nothing special about that 'Sub-Selection' other than its color. A SelectionSet is nothing more than a collections of Features which you have the ability to query and are drawn in a different color on the screen. You could just as easily create your own collection of FeaturesList<IFeature> subSelection = new List<IFeature>();
and draw these Features as IElements (setting Locked=true so the user cannot modify them) in a color that signifies what they are. Using Linq you could even make you own class that inherits for List<IFeature> and give it similar query abilities to what the SelectionSet provides. I am just not sure I understand what you think is so special about the Features that ArcMap highlights in the situation you describe and why just using your own collection and highlighting them yourself does not accomplish the goal you are trying to achieve.
Good Luck