A short answer- yes the LokPilot will work with the LokSound Select.
I don't know what my problem was with the decoder needing to re address? look at that later.
I use the Lok Programer, so I don't know how Decoder Pro works when doing this. But the link that Steveruger45 gave covers that.
I always use a Decoder that has no sound file downloaded to it. I do that myself with the lokProgramer. So I save the down load and then install the decoder into the loco Then fine tune it. The Pilot needs to have virtual drive remapped into F-8.
That makes the pilot react like the Select with F8 on.
I now just have to set the start delay on the Pilot, because on the Select you can't change the delay start time.