Yes each instance will have an id, the uid, but that wont help with picking.
The usual method for picking is to give the object a private variable, and when you create an instance give that instance a different value in its variable.
You can then compare that variable, and any instance with that value in its private variable will be picked.
mouse&keyboard on left clicked
-system create object sprite at 100 x, 100 y
-sprite set variable to 1
sprite compare private variable = to 1
-sprite set x to 200