Authselect will configure PAM itself and NSS for you, but that is pretty much it. You will still need to configure the SSSD or nss_pam_ldapd daemons that the NSS/PAM modules get their information from.
I haven't written anything specific for CentOS 8 and SSSD yet, but my guide configuring SSSD for LDAP on CentOS 7 should help:
https://tylersguides.com/guides/conf...p-on-centos-7/
Just replace the authconfig command with the appropriate authselect command. Keep in mind that if you are going to use LDAP for authentication with SSSD you will need to setup TLS. You might want to consider nss_pam_ldapd instead of SSSD. If you want to go the nss_pam_ldapd route, I have covered that for CentOS 8:
https://tylersguides.com/guides/conf...n-on-centos-8/