To avoid file confusion, I’d strongly suggest doing all your culling in another application before opening a project in DxO. You can use an application like FastRawViewer to cull, rate and then select your keepers and move them into a single subfolder (Keepers or Selects, whichever catches your fancy). Then open that folder in DxO Photo Lab and process single mindedly. It saves a huge amount of slow down when opening a folder full of images (most of which you won’t process).
DxO Photo Lab can read the ratings and labels from FastRawViewer which is useful (you can see which images are four star and five star for instance in the image browser). You don’t have to use FRV. You could use Lightroom in sidecar mode for culling or Adobe Bridge. I like FRV as it’s inexpensive ($15) and entirely sidecar based (no database), not Adobe and very fast once you have it tuned for your preferences (RAW previews or accompanying jpegs, which panes to have open). I should write an article on how I use FRV with DxO Photo Lab with screenshots for fast workflow when processing a full afternoon of soccer with over one thousand images on intake and about 80 images on output.
BTW, DxO Photo Lab does an absolutely awesome job with high ISO Canon 5DIII, 5DS R and 6D files. Rich colour is retained, noise slinks away into the night.