Can I continuing dots that have been selected by magnetic lasso tool with pen tools ?

Keep in mind that any automated tool like the lasso will work better when there the object you are selecting has well-defined differences in hue and luminance from the background. Using the Shift or CTRL+ keys work when using the lasso tool. If you are using the latest version, you might find some other features faster and more accurate when selecting objects. For example: I've had good results with the Object Selection Tool - https://helpx.adobe.com/photoshop/using/making-quick-selections.html You can also use the select and mask workflow to refine your edges. https://helpx.adobe.com/photoshop/using/select-mask.html

If you are a PC user, hold the Shift key while using your selection tool. Mac users hold the CTRL key and use the selection tool.

I am not sure, what you are trying select, but for my job, as a graphic artist for Muttropolis, I am constantly cutting out animals and placing them on obsurd backgrounds. So shadows and edges of fur or hair are my two biggest challenges. I find using photoshop short-cut tools like magnetic lasso and magic wand never are good enough for me and if I am in a hurry it usually takes twice as long with those tools (even by going back and forth and holding the subtract and minus features). So what I do instead is get comfortable, with a glass of wine, sometimes a good craft beer, and adjust my lasso feather to about 1.5 ( this depends on the resolution of the photo) 1.5 works well for about 2400px square. Up to1.75 for higher resolution and 1.0 for lower. 0.5 for straight lines or objects that are not "frizzy, fluffy, or hairy". Then I cut (select) about 2 mm, 3px inside the edge of my subject. I do this to prevent any background color from bleeding in. To save time I don't follow the exact edge of the animal, it is more like a haircut and I am cutting it the way the viewer expects to see it. What is most important is that you make erratic tiny back and forth motions along the edge while selecting (just a few mm back and forth) Imagine a sewing machine, making cross stitches, but it is broken so the stitches are not symmetrical. You may think this takes a long time, but consider it meditative, take a couple of breaks... But expect to be amazed because the result is extremely realistic! And after you are done, think about it, was it really that much longer than doing that unsatisfactory job with the magnetic lasso? FYI: Always make a copy layer first when doing this.

If you're asking can you add to a 'SELECTION' that you started with the Lasso tool with the other selection tools (Elipse, Rectangle, Wand, etc...) then yes, you can. Just hold down the SHIFT key when doing it to add and ALT to subtract from your slection. But I don't believe there's a PEN selection tool. You can't use the regular drawing pen to add to a selection that I know of.