[(Outdated) -0.4.9]-Use the "esc" key, the pause menu should be open now.
-Now you can select one of the numbers (the block-Ids) on the left side by clicking on them!

-From now on you'll be able to place the block (right-click on another block) with the selected ID, you can change the block you want to set, of course.

-But there are only numbers, so i've listed them all down below!

Update: From now on, the "esc" key quits the game. There's a little block-interface in one of the corners, scroll down and up with your mousewheel to change the block you want to set!

I'll make it short: Here they are:

0: Nothing (air) It's selected at the beginning.

1: Dirt

2: Grass block

3: Dark stone

4: Light stone

5: Dark wooden planks

6: Normal wooden planks

7: Wooden door

8: Wooden planks, but a bit darker than the normal ones and a bit lighter than the dark ones

9: Glass

10: Red block

11: Pink block

12: Log

13: Green block

14: "Red" wooden planks

15: Blank stone

16: = 11

17: Light blue block

18: Dark blue block

19: Yellow block

20: Orange-yellow/ "warm yellow"

21: Purple block

22: Dark red block

23: Light green block

24: Turquoise block

25: Dark violet block

And that's it!