Where do the mux select lines come from in a CLB?
Looking at a more detailed description of the slice (on page 204 of this UG) will provide us these details. As you can see, the select signal for the FiMUX comes from the BY input to the top half of the slice and the F5MUX is controlled by the BX input to the bottom half. These two inputs have additional functions and are described on page 207 of that same PDF as:


  Bypass to or output (SLICEM) or storage element, or control
  input to F5MUX, input to carry logic, or data input to RAM
  (SLICEM)


and


  Bypass to or output (SLICEM) or storage element, or control
  input to FiMUX, input to carry logic, or data input to RAM
  (SLICEM)




Of course, this is specific to the Spartan-3, which you mention in your question. However, in general, wide function multiplexers (such as MUXF7/MUXF8 in Virtex-5/Virtex-7) are driven from an external input (such as SELF7 for more recent FPGAs that have LUT6's). This is a result of the fact that these multiplexers are used to implement wide functions. Since the function input needs to come externally (since a 7-input function with a fixed input is no better than a 6-input function that fits into the LUT6), it is logical that it cannot be driven by simply a configuration bit.