I recently got Fifa 13 for PC and tried out one of the games. I found that during the game I only play as 1 player and cannot switch to anybody else. I found this weird because I remember playing this at my friends house on his PS3 and you could press square or something and the game would switch you to the player which is nearest to the ball.
The button for switching players in L1 (PS3), LB (360), and I have no idea for the PC - but there will be one.
What you may find is that there are different game modes which can cause restriction to a single player. For example, there is a "be a pro mode" which allows you to select a single player which you play for the entire match. This is available as one off games, and is also available as a career mode choice. The career mode choice however does allow you to choose if you want to control the full team (and thus the switching buttons above will have an effect) - this option is found after you choose (play game) on the pre-game settings screen.
Online modes may also restrict the selection of other players, again this depends which mode you play. But generally the options are pretty clear.