Selenium is an element. Se is element 34 on the periodic table, in group 16 or VIA, depending on the table you are looking at. As a rule, elements in the same group have similar chemical behaviors. Selenium is in the same group with sulfur.
Sulfur is found in many proteins and provides necessary structural links within the protein.
Of course, elements in the same group have unique properties as well. For instance, Se, which otherwise is an electrical insulator, becomes an electrical conductor when exposed to visible light. Selenium is a necessary micronutrient. We need 50 to 200 micrograms per day of Se, an amount found in a serving of fresh vegetables. In these quantities Se may have a role in preventing heart disease and cancer.