<C-n> and <C-p> to select, also you can map <tab> to do selection, <CR> to confirm the suggestion.
function! CheckBackspace() abort
let col = col('.') - 1
return !col || getline('.')[col - 1] =~# '\s'
endfunction
inoremap <silent><expr> <TAB>
\ coc#pum#visible() ? coc#pum#next(1) :
\ CheckBackspace() ? "\<Tab>" :
\ coc#refresh()
inoremap <expr><S-TAB> coc#pum#visible() ? coc#pum#prev(1) : "\<C-h>"
inoremap <silent><expr> <CR> coc#pum#visible() ? coc#pum#confirm()
\: "\<C-g>u\<CR>\<c-r>=coc#on_enter()\<CR>"
Check :h coc-completion-default for the default mappings, and :h coc-completion-example for more.
ctrl-nor down arrow key doesn't work?