If your output is displayed by showing tables grouped in Tables sets, it means there's a specific option checked in DataDynamic Designer you need to modify. As showed in pictures below, the option is called 'Separate tables' under the 'Options' Menu and if un-checked it groups tables under a unique table set.

If you already ran your output with the option un-checked, in order to display tables separately and be able to select them both individually and in groups, you need to check the option 'Separate tables' and hit the command 'Run Table' from the Table Maker tab. DataDynamic will run the entire table set again (separating tables this time) and the new tables will be displayed below the table set previously designed, which can be deleted once the program has finished running.