How do you highlight multiple documents rapidly, rather than having to click on the document and on "command" one at a time?

How do you highlight multiple documents rapidly, rather than having to click on the document and on "command" one at a time? Right now, when I'm trying to highlight documents to export, I have to click on each document individually. Is there a way to highlight one document while scrolling down the list until all desired documents are highlighted? I would like to rapidly be able to do this to save time when I am exporting or saving multiple files from my documents to an external drive, CD-Rom or cloud storage.

Click on the first item
Hold the Shift key
Click on the Last Item.
All the items in between will be selected.

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