Intelligent reflecting surface (IRS) has been considered as a promising technology to alleviate the blockage effect and enhance coverage in millimeter wave (mmWave) communication. To explore the impact of IRS on the performance of mmWave communication, we investigate a multi-IRS assisted mmWave communication network and formulate a sum rate maximization problem by jointly optimizing the active and passive beamforming and the set of IRSs for assistance. The optimization problem is intractable due to the lack of convexity of the objective function and the binary nature of the IRS selection variables. To tackle the complex non-convex problem, an alternating iterative approach is proposed. In particular, utilizing the fractional programming method to optimize the active and passive beamforming and the optimization of IRS selection is solved by enumerating. Simulation results demonstrate the performance gain of our proposed approach.