Is there an easy way of selecting more than one file at a time?

The answer of course is Yes. There are two simple ways of doing this.

Technique One - Selecting all the files between the first and last of a range

Say you have a list of 30 files and you wish to select all the files from the 5th to the 20th (inclusive)

1. Click once on the 5th file to highlight it
2. Hold down the Shift key on your keyboard (either key with the hollow upward pointing arrow)
3. Click once on the 20th file - All files from the 5th to the 20th are now selected
4. Now you can do something with what you have selected:

To delete them all just hit the Delete key on your keyboard

To Copy them all Use Ctrl+C then go to where you want them copied and Ctrl+V to paste them.

To Move them all Use Ctrl+X to Cut them then go to where you want them moved to and Ctrl+V to paste them

Technique Two - 'Cherry Picking' files leaving gaps

Say in your list of 30 files you want to select files number 5, 6, 8, 12, 14, 15, and 18

1. Click once on the 5th file to highlight it
2. Hold down the Ctrl key on your keyboard (usually the key near the bottom left of your keyboard)
3. Now single click on the 6th, 8th, 12th etc.... file (Tip - click again on the same file to unselect it)
4. Now you can do all the same things as above to delete, copy or move the files you have selected.