You should choose the STAR based on the direction from which you are flying in, and the one that typicaly gets you closer to the approach fixes on your approach plate for the runway you are landing on.
Regarding your transition question, there are two types of transitions - (i) enroute → STAR (ii) STAR → approach. The first one gets you from your route on to the 1st fix on the STAR and is listed on the STAR plate. The second gets you from a STAR to an approach course, and is designated on the approach plate as IAF/IF.
For the RNP Z 35L plate you posted, the approach transition is CRUUP.