Selecting multiple files has been done by holding the Ctrl Key and selecting files, since a very long time. This shortcut was flawed as it would require the Ctrl Key to be pressed throughout, which was fraught with human error. This issue has been addressed by providing the option to have multiple files selected by clicking on their respective checkboxes.
This setting can simply be enabled by making a small change in the Folder’s options.
Follow this step by step tutorial to learn How to select multiple files with checkboxes in Windows 7.