selecting and moving multiple photos to a specific album

I have over 6000 photos that I am uploaded to my Icloud account. I would like to physically move the photos to a specific folders but I am having issues with the MAC system. In Windows I select one photo and hold the shift button down and then go to the last photo I want to move. By using this technique I am able to select multiple photos at once. In the MAC system of Icloud, I am finding if I want to select more than one photo, I have to hold the CTRL button down and then click on every single photo I want to move. This is archaic and slow. I can't believe this in the only way possible to select and move more than one photo. If someone would enlighten me I would really appreciate it. I have searched multiple times but have been unable to find any reference to this question.