Method 1
1) Select an item
2) Hold download the SHIFT key on your keyboard
3) Select another item
Now you have selected multiple items. Repeat these steps if you want to select more items.
Method 2
Drag a rectangle around the items you want to select. When you release the mouse button, the items within the rectangle will be selected.
Note:
Sometimes the group of items you wish to select is on top of another item (like a shape or layer). In this case if you don't want to select the underlying object, hold down the CTRL key before you click and start dragging.