Question

How to select all object within the drawing?

Sometthing related to

AcadSelectionSet select = _acadCurrentDocument.SelectionSets.Add("my");
select.Select(AcSelect.acSelectionSetAll);

But cannot make it working.

Answer 1

In real .NET AutoCAD API (in process, not C#/COM like in your exemple):

Document doc = Application.DocumentManager.MdiActiveDocument;
Database db = doc.Database;
Editor ed = doc.Editor;
PromptSelectionResult psr = ed.GetSelection();
if (psr.Status != PromptStatus.OK) return;
using (Transaction tr = db.TransactionManager.StartTransaction())
{
    foreach (SelectedObject so in psr.Value)
    {
        var dbo = tr.GetObject(so.ObjectId, OpenMode.ForRead);
        //...
    }
    tr.Commit();
}