How to delete multiple emails from Mac at once

First you'd have to select a bunch...

Click on top one, hold Shift key when clicking on bottom selection, or...

Click on one, hold CMD whilst clicking on other out of order ones, or...

Search for a particular thing in Mail, Select All, Delete, or...

Make a Smart Mailbox, then Select All, Delete.

In the Mail application and focused on the Specific Mail Folder where you what to delete the messages from

Top Menu of Mail >> Edit >> Choose ALL ( understand this is ALL not some select messages )

If select e-mails - follow the advise from @ BDAqua

Press the Delete key on keyboard