There are several ways to select multiple files in the file manager.
If you want to select all files, the easiest way is to click the checkbox next to the "Name" column. This will automatically select all files in that particular folder.
If you want to select one or two files, simply click the check box next to each file:
An easy way to select a lot of files at once is to click the first file, then navigate down to the last file you want to select, and holding down the SHIFT key, select the last file. This will select all files between the first and last file.
Click the first file.
Hold down the SHIFT key and click the last file. All files in between the first and last will be selected.