how do I select multiple photos on a Macbook pro?

If you mean via browser at iCloud.com, use Command-click for multiple individual selections. There is no Shift-click equivalents as far as I know.

Not that if you have iCloud Photo Library enabled, any edits (including deletions) you make on your MacBook will sync to iCloud, and vise versa.

Option-click to make multiple individual selections.

Shift-click to select a range.