Are humans affected by natural selection?

Yes! A recent example could be babies that do not survive child birth for a certain reason, are obviously unable to pass on whatever caused them to die in the first place.
Also, once humans started to domesticate cows and drink their milk (I'm not sure why humans drink a cow's milk) their bodies evolved to continue making the enzyme to digest milk even after they were weaned off their mothers milk. Many people of Asian descend do not have this enzyme, since their culture did/does not raise as much dairy product.