Software presents choices to a user through different on-screen elements. Small pictures that represent programs or files are one such element, but a list of selectable commands or actions, often appearing when a button is clicked or an item is right-clicked, is a different and specifically named element.
A display listing of program options that a user can pick from is called a menu. Menus organise related commands, such as File, Edit, and View, into labelled lists so the user can find and choose an action without having to remember a keyboard command.
"Icons" are the small graphical symbols themselves, not the list of options; "selection" describes the act of choosing, not the list being chosen from; and "options" is too generic a word to be the specific interface term being tested here.
When a question describes a listing of choices on screen, the specific interface term to reach for is menu, not the more general words that describe the act of choosing.