Within ArcMap? Basically, ArcObjects would be the way... but you said you just started, so I would decide why you need to click on something? You can get most functionallity to use already selected features, so if the need is to save the 2-step process, I would give a rethink or refocus on your workflow
What i wanna do is something like this, i have aap lets say with 5 restaurants in NYC. I click one of then and it should give me some info like the attebding hours or it's website. Thats why i need to click the shape or any objct. I dobt know if what i am trying to achieve if possible r if armap is the way to go.