How do I add an edit button on each row of a "tableselect" form element?
Check out http://api.drupal.org/api/drupal/modules%21node%21node.admin.inc/function/node_admin_nodes/7

In particular, take a look at the lines that contain "operations". You need to set up a new element in $header to contain a column for the "operations", and then add at least one operation inside $options for each row.

You could either manually add a link to the edit with l(), or you could use module_invoke('node_operations') - again, an example of that is shown in the API.