How to highlight multiple files

Click on an open space in the window and drag so that they're enclosed, or in a view other than icon view, shift-click on the items at the beginning and end of the desired range.

(40131)

Select all files in a folder: CMD + A

The rest you see here:
http://support.apple.com/kb/HT1343

There are four different ways you can view a finder window (Icons, List, Column, and Cover Flow). More on these here: http://support.apple.com/kb/HT2470

Depending on how you're viewing the finder window, it may be more or less difficult to select multiple files with only your cursor.

However, the basic operation involves 1) clicking (left button if you have a two button mouse) your mouse in an open area of the window and holding while dragging to highlight the files you want to select and then releasing once you've made your selection.

Hope this helps. Good Luck!