We consider the spatial Lambda-Fleming-Viot process model for frequencies of genetic types in a population living in R^d, with two types of individuals (0 and 1) and natural selection favouring individuals of type 1. We first prove that the model is well-defined and provide a measure-valued dual process encoding the locations of the `potential ancestors' of a sample taken from such a population. We then consider two cases, one in which the dynamics of the process are driven by events of bounded radii and one incorporating large-scale events whose radii have a polynomial tail distribution. In both cases, we consider a sequence of spatial Lambda-Fleming-Viot processes indexed by n, and we assume that the fraction of individuals replaced during a reproduction event and the relative frequency of events during which natural selection acts tend to 0 as n tends to infinity. We choose the decay of these parameters in such a way that when reproduction is only local, the measure-valued process describing the local frequencies of the less favoured type converges in distribution to a (measure-valued) solution to the stochastic Fisher-KPP equation in one dimension, and to a (measure-valued) solution to the deterministic Fisher-KPP equation in more than one dimension. When large-scale extinction-recolonisation events occur, the sequence of processes converges instead to the solution to the analogous equation in which the Laplacian is replaced by a fractional Laplacian. We also consider the process of `potential ancestors' of a sample of individuals taken from these populations, which we see as a system of branching and coalescing symmetric jump processes. We show their convergence in distribution towards a system of Brownian or stable motions which branch at some finite rate. In one dimension, in the limit, pairs of particles also coalesce at a rate proportional to their collision local time.