Yes, you drill down into the users mailbox from the restore selections screen as you note, selecting what needs to be restored.
The restore process depends on how it was backed up to begin with. If you only backed up to tape, what will happen is the storage group that the user is in will be restored to the staging area, and then from that restore the mailbox information you need will be restored to the users mailbox. This of course takes awhile to do the initial staging operation.
If you backup to disk, the restore process is immediate since the database is dynamically read from the IMG folders under the B2D folder. This is why it is recommended to backup to disk and do duplicate copies to tape since it allows for the fastest restores of individual items.
Another strategy if you only backup to tape is to do a Duplicate copy of the databse the user is in to a B2D device. The reason for this is after the duplicate copy to B2D is done, the restore of the items is much faster and you will then have the data sitting there for future restores. If you do a restore directly from tape, after the restore is done the temporary staging is cleared, so if something else needs to be restored, you would have to go through staging again. Duplicate copy to B2D instead would allow you to restore anything you missed, or another user's items, instantly becuase the database will remain after the restore.