Solution:
You can do that:
function select(nb) {
$("a").removeClass('underline');
$("#" + nb).addClass('underline')
}
.underline {
text-decoration: underline;
}
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<a id="1" onclick="select('1')">1</a>
<a id="2" onclick="select('2')">2</a>
<a id="3" onclick="select('3')">3</a>
<a id="4" onclick="select('4')">4</a>