The Select button is at the bottom right of the Push 2. Just hold it down, and press the touch strip until the display says “Touchstrip Mode: Modwheel”. To switch it back, do the same until it says “Touchstrip Mode: Pitchbend”. Simple.
I wasted several minutes googling for a textual description of how to make the Push 2’s touch strip act like a mod wheel instead of pitch bend, failing to find one, then having to watch a 5-minute video in order to find out something that could have been described in 5 words. So I created this page in the hope it will save someone else the bother.