Question

How are animal behaviors affected by natural selection?

Answer 1

It doesn''t. At least if you're referring to direct effects on individual animals. Over generations individuals with adaptive behaviours will be more likely to survive and thus reproduce, so there will be more individuals with this characteristic. It is the behaviour that affects natural selection, not the other way round. For example, some animals may stock up before hibernation and some may not and those that don't will die out over time, and those that do will not. This is natural selection.