Click on the third of the three medallions next to the scroll (nearest the bottom of the screen). 
This lists all projects available as long-term goals. From this list, choose a goal and click on its target icon. The technology will appear in the goal slot at the top left part of the screen.

Next, click on the middle medallion. Technologies that lead to your goal are listed at the top highlighted with green text. You can now fill as many slots as desired with technologies that lead to your goal. Of course, sometimes only one technology is available that will lead to the goal you picked.

Use the arrows in each research slot  to allocate per turn spending to each of the selected projects.