Select a particular song and walk out (4,3,3)
I believe the answer is:
take the air
'walk out' is the definition.
(to take the air is to walk around outside)
'select a particular song' is the wordplay.
'select' becomes 'take' (synonyms).
'a particular' becomes 'the' (referring to a particular example of something).
'song' becomes 'air' (I've seen this in another clue).
'take'+'the'+'air'='TAKE THE AIR'
'and' is the link.
(Other definitions for take the air that I've seen before include "Maybe go for a constitutional" , "Go outdoors for walk, etc" .)