To select multiple files that are grouped together:

1. Select the first file and then press and hold the Shift key.
2. While holding the key down click the last file. This will select all the files in-between the first and last file.

To select multiple files that are not grouped together:

1. Select the first file you want to copy and then press and hold the Ctrl key (Windows) or the Command (⌘) Key (Mac)
2. While holding down the key, select each of the other files you want to select.