It's important that your network knows which vehicle you are driving, for any automatic offers.
In order to be able to switch vehicles you need to be outside a shift, in other words you need to be offline.
You can then switch your vehicle before starting a new shift.
Step 1: Open the status menu by pressing the button at the top of the screen. If you are still in a shift close this first by going offline.
Step 2: Press the "switch vehicle" text to switch your vehicle.
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If you only have one vehicle to select and want to add more you can do this in the settings menu in the vehicles section.