"The official manual of Pages says, that it is possible to select multiple object by clicking with pressing command or shift:"
The last "official manual" was the Pages '09 User Guide, and the instructions given were valid for the then current version, Pages 4.x.

Note the three instances of "on", all 'selected' in this Pages 4.3 document, using the modifier key, command, to make the second and third selections.
Pages 5 was a new application, not a newer version of Pages 4. It did not include more than 100 features (including selection of non-contiguous blocks of text) supported in Pages 4.3, the last version of Pages 4/Pages '09.
Some features have returned in later updates to version 5 and in version 6, but, as noted earlier by VikingOSX, selection of non-contiguous blocks of text is not one of them.

In this Pages 5 document, it was not possible to select the three instances of "on" without making a single selection that included all text between the first and last "on". Three objects (Shapes) could be selected click on the first, command click on each of the others. The behaviour is, I expect, the same in the current version, Pages 6.
Selection of non-contiguous text is also supported in LibreOffice write documentsin the version and OS X version Im using, and may be possible with more recent versions as well.
Three instance of "on" selected. (LibreOffice v5.1.4.2, OS X 10.11 El Capitan)
Actions: Use Provide Pages Feedback (in the Pages menu) to send a request that this feature be included in Pages, or to send a bug report, reporting this behaviour as a bug. or both.
While waiting for that to happen, live without the feature, or use LibreOffice Write (or another word processing application that does support it.
LibreOffice (free, donations to support future development requested)
Regards,
Barry