In general you can use standard selection tools where you click one item the shift-click another to select the range between them, or ctrl-click to add or remove individual items from a selection, or ctrl-A to select all items in the current context. Once selected you should be able to right-click on the selection to get a context sensitive menu with appropriate options, such as Delete. If you have a subscription to the Apple Music service the Remove Download option removes the local copy of the file while keeping it in your cloud library. I would recommend backing up content you might want again in the future.
tt2