You are not very specific, but I try to answer: In Odoo SaaS you don't really choose a company, but a database. So using the database selector /web/database/selector you can choose the database to login on your installation. If you want to access a particular database directly via URL (name of subdomain equals database name, such as mydatabase.mydomain.tld) you have to configure odoo and your proxy-server accordingly. Search for the term "db-filter" for this purpose and you'll find plenty of documentation.