I think the point you might be missing is that the QwtPlot is simply a way to display and interact with your program's data. The data itself should be kept somewhere else so you can use it to implement the kind of user interface features you are describing. The QwtPlot (and QwtPlotCurve) classes are designed from this point of view - the curve does not own the data, your application does. That is why there is a QwtData class.
So, you need to make a connection to the QwtPlotZoomer::zoomed() signal so your application can keep track of the current zoom rect. When your user decides that "this is interesting", then it is up to your application to find out which (x,y) pairs in your data array are in the zoom rect. That's not really a Qwt problem.
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