No that doesn't work in icon view, you can just click hold and drag the cursor over the items you want to select if they are contiguous, you can also select multiple files in icon view by holding down the command or the shift key and clicking on the images you want to select. If you have selected a group of 10 files for example but now want to exclude numbers 2 and 7 press and hold the command key and click on 2 and 7 of them to remove them from your selection.
Does no harm to just experiment a little, get to know your mac, its a pussycat.