In zsh, if you type ls <Tab> in your home dir, it'll show all non-hidden files in your home, then each <Tab> cycle through the file names.
When the current highlighted filename is what I want, if that item is a dir, I type / to confirm my selection, if it's a file, I use <Space>.
As this post instructs, I have added these two lines in my .vimrc to give vim zsh-like completion.
set wildmode=longest,list,full
set wildmenu
But when vim is cycling through the options, how can I confirm a selection?
Like in my home dir I start vim, and :e + some tabs, when the selection is on my document dir, how can I confirm it? <Enter> would finish the command, <Esc> or <C-c> cancels it, while / appends a backslash so the command becomes :e document//--not what I want.
From the vim documentation (:help wildmenu):
While the "wildmenu" is active the following keys have special meanings:
[...]
<Down> - in filename/menu name completion: move into a subdirectory or submenu
[...]
So I think that gets at least part of what you're after.