Has the so called missing link where man came from ape been found? Why are apes still around after perfect selection?

There was never really any link missing, or there will always be some links missing, depending on how you look at it. Obviously we aren’t going to find a fossil for every individual year of human existence. :)
But we have a pretty complete progression at this point. We have a good idea of which species was our direct ancestor.
It was this one:

What, that’s not an ape, you say? Well, of course not. Human evolution, like the evolution of any animal, has many steps. Species radiate into two or more different species, and change over time.
That’s what evolution is. Homo heidelbergensis there, he wasn’t just our ancestor — he was also the ancestor of Homo neanderthalensis (with which we hybridized, when we left Africa).
So who was Homo heidelbergensis’ ancestor? Probably this fellow:

Homo antecessor there evolved into Homo erectus and Homo heidelbergensis. Still definitely not an ape. But also not much like us… look at that small brain case!
Homo erectus was the first species to use fire. So what species evolved into Homo antecessor ? This girl here.

Well, now we’re looking just a bit less human, aren’t we? But she’s still in genus Homo. This is Homo habilis . Still human, but definitely not in our league for smarts.
But the point is, there wasn’t just one human species. There were many different human species, quite of few of them living at the same time. Let’s wind the clock back further, and skip a few:

Meet Australopithecus afarensis . Australopithecines were the genus to which the ancestors of genus Homo belonged. And A. afarensis was probably the ancestor that eventually radiated and evolved into the first members of genus Homo. She looks very ape-like, doesn’t she? But she was a biped. She walked upright, just as we do.

Back further we go. Ardipithecus ramidus . Likely the ancestor of Australopithecines . Bipedal, but very chimp-like in other respects.

But what you’re really looking for is this guy:

Orrorin tugenensis . This species either is, or is related to, one of our earliest ancestors, just after the split between chimps and homonins. It shows some changes to the femur to allow bipedal walking, but was likely also spending a lot of time in the trees, just as chimps do. We aren’t sure whether this species spent all of its time walking bipedally, or also knuckled-walked as apes do. So, why are apes still around? What you’re missing is understanding of a part of evolution called radiation. Radiation is when two or more new species evolve from a single ancestor.
For example, some tribes of Homo heidelbergensis traveled out of Africa into Europe, while other stayed behind. The ones that left were subjected to very different environmental conditions. This influenced their evolution, and they became Homo neanderthalensis.

The tribes that stayed behind in Africa, on the other hand, were subjected to quite a different climate and influences, and they evolved into Homo sapiens. The same thing happened with homonins and apes. Some ape troops left the forest environment to forage on the savannah, as climates and ecosystems shifted. The ones that left the forest evolved to become bipedal, and spent most of their time on the ground eventually evolving into us. The ones that stayed behind into forests evolved into chimpanzees and bonobos. We haven’t found a fossil of the last common ancestor between homonins and chimps, yet, but the progression is clear enough that we can make educated guesses about what it looked like. One thing you need to remember is that evolution never stops. All species are evolving, all the time. We don’t have a chimpanzee for an ancestor a chimpanzee is just as evolved as we are. It’s evolved to become a chimpanzee. And it’s evolved from the same ancestor WE had, when you go far enough back.

Likewise, chimps and humans didn’t evolve from gorillas. Gorillas are also just as evolved as we are. But they evolved from an ancestor that radiated one branch leading to gorillas, and the other leading to us and chimps. And so on, all the way back.
There are transitional fossils leading from all of these common ancestors to the modern species that evolved from them. The picture becomes more clear every year.
I hope this helps in understanding how evolution works, and how our species evolved. Evolution isn’t a ladder to be climbed. It doesn’t have a goal. It doesn’t perfect species. It’s simply about change changes over time as a result of life, death, and breeding. That’s all.
(By the way, you may see on the chart that we have 23 pairs of chromosomes, instead of 24. This is because two of our chromosomes fused together, creating one abnormally long chromosome. We found that one, so we’ve verified that it happened, and know which two chromosomes fused).