How?
First ensure that the mouse is in the select mode. You then need to drag the mouse and trap the corners of those objects which you want to go into the selection set

If there are objects that were previously selected, they would now get unselected.

Once selected, some commands will make TAD work on all of them together. For example, you can shift them together, rotate them together and so on… even some editing commands can be worked on them together

Selected objects will now be shown in blue dotted lines. The number of objects selected would be shown at the bottom part of the Information Panes

Deselection
If you repeat the same action of trapping the corners of selected objects; then the command gets reversed: The selected objects now gets unselected

What other terms you may need to understand?
object Information Panes