New Mac user: Is it possible to move more than one file at a time on a Mac?

I'm a new Mac user. Something so simple in Windows doesn't seem possible in Mac OS and AppleCare doesn't have a clue either. I have edited video files as well as the master footage video file in individual folders created by FCP. I need to transfer 6 video files, 20GB each, onto an external hard drive. This will need to run overnight because I'm using an external HD with only USB and it will take 10 hours or so. How do I transfer these 6 files all at once?
Note: The 6 files are in 6 different folders. I can't transfer the entire 6 folders because they contain other video files in them that I don't need to transfer and are larger than my 20 GB edited files. And last, I shouldn't have to drag these files individually to a folder on the desktop first, because that will take an hour and is a waste of time because I would have to sit there and wait for each to finish.

As a new Mac user, you might find the following sites helpful:
Mac 101
and since you're coming from using Windows:
Switch 101
and an independent site many people find helpful:
My First Mac
Regards.

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