I have already made a OTL in houdini, it has a original object, how can I change the original object in maya after I load the OTL? I saw some courses show that there is a “set to selection” option in OTL asset, how to make it ? Use some node in houdini?

I believe you're looking for how to setup inputs into an asset. For OBJ-level assets, you need to use the object merge SOP, and promote the object path parameter to the asset. For SOP-level asset, you simply need to specify the number of inputs to the asset. See the attached HDA files for an example of each.

Once the inputs are setup for the asset, you'll see the “Set to Selection” button when the asset is loaded into Maya. Then, you can select a Maya object to use as an input to the asset.