Selenium is available in several forms: granular, liquid and injectable. If given as a supplement, it should be provided in conjunction with Vitamin E. There is no real way to tell if it will help your foal's problem, though there is anecdotal evidence ("it helped my horse" type of thing) to consider it after discussing with your vet.
Selenium levels are regulated in feed and supplements for good reason -- it is one of the minerals that when oversupplied can result in toxicity with serious consequences. Unfortunately, the signs of too MUCH selenium are pretty much similar to the signs of too LITTLE selenium.
Before supplementing with selenium, it is important to know how much you are feeding now. The most common form of selenium supplement is sodium selenite. NRC (National Research Council) guidelines state the maximum tolerable levels of selenium in horses is estimated at 2 mg/kg of diet while more recent research shows that full size horses are more likely tolerant at levels of 4-6 mg per day calculating total diet. For minis in the average 200-250 lb range, that would equal 1 to 1.5 mg per day of selenium (in the total diet -- feed, hay and pasture combined). That would indicate that toxicity would likely begin to be a problem at 5 mg per day and above that would be just asking for trouble.
Injectable selenium may be an option for your filly. It should be administered by your veterinarian. I know that my vet routinely gives selenium/vitamin E injections to all my foals at birth.
Robin C