"Highlight" is a very vague word…there are a few different things you can do. Generically speaking, you need to "select" the atoms you want to do something with, then style them. This is a very common workflow in Jmol.
For starters, try playing around with the "show structure" command. Right-click in the applet and select "Console," then type "show structure." That command gives you a list of secondary structural elements, which you can select individually using "select
strucno = #" (replace "#" with a number). You can select by atom using select atomno, or by residue using select resno.
To style, a wide variety of commands are available. To start simple, after selecting try "color green."