How to sell the prisoner into slavery

In order to feed your prisoners, you have to have a colonist assigned to the Warden task.

Once you have someone tasked with being a Warden, they will automatically take care of the prisoner; whether they're feeding them, or executing them.

Researching, like feeding your prisoners, requires that you assign colonists to research. This is done in the overview screen:

Once you have one or more colonists assigned to research, you will need to build a research bench for them to research at:

Finally, you need to select a project to research, this is done in the Research screen, which is available in the bottom right corner of the screen next to Overview.

Select the Unresearched tab, and then start your research process by clicking on the Research button for the project you wish to research:

Remember that research is the lowest priority task - if you can't get your colonist to research, try changing the priority they assign to their tasks, or, deselect all other tasks for your researcher. This is demonstrated in my first screenshot.

Once you've got 'Researching' selected against one of your colonists, you can also click that colonist and then make them interact with the research bench.