How do you choose a specialization for a district?

Ok, I just figured this out.

So you see the 'Districts' menu at the bottom of the screen? It's next to the 'Zoning' button.

When you click on it, a number of options will appear above it, the first one allows you to 'paint' a plain-jane district, with the second being 'Erase District' and the remaining ones are for specializations. If you've unlocked the other specializations, all you need to do is to click the one you want, say 'Agriculture', and then click on an existing district or paint a new one.