Potential spoilers for the manga and Brotherhood continuities. I'm being conservative with spoiler markdown, since I can't tell how much you've watched.
We first get a crucial bit of information after Hawkeye interacts with Selim (ep. 37, vol. 18):
Selim is indeed Pride. Hawkeye gets suspicious about Selim while talking to Mrs. Bradley and then is confronted by him. Hawkeye later passes on a message to Roy stating that he is a homunculus (vol. 19, can't locate the exact episode number).
Later, the information is confirmed after Edward and the others return to Central (ep. 46-49, vol. 21-23).
Edward, his brother, his father, and some people who joined him while he was at Briggs fight Selim, who they notice is a homunculus. It is clearly shown that he is Pride: I believe he makes some comment about this, and even if he does not, it is clear from the eye pattern his attack comprises of that he is the same homunculus Van Hohenheim confronted while in Lior (ep. 42, vol. 19).
So this leaves your question:
In episode 42, when Van Hohenheim met Pride in an underground passage in Liore, he said that Pride shouldn't have been able to reside outside a spherical body.
He was referring to Pride being restricted to a specific part of the underground tunnels:
I assumed that it referred to only the parts of the tunnel that circle Amestris, and the restriction only applied to Pride's real form (not his human container).
It also appears that he was referring to where Pride's shadows could move (at least when he was outside of Central), not where Pride's "container" or body could be:
After all, Pride is Selim Bradley, and Selim Bradley has a relatively normal-looking life on the surface of Central, where he is probably moving within the borders of the underground tunnels.