To select multiple emails, you can click the sender image displayed in the email list.
If the setting to show sender's photo in list view is off, you can hover over the emails and click the checkbox.
Alternatively, you can also use the shortcut Command ⌘ + A to select multiple emails in one go.
Note: This selects the first 50 emails in the list view. To select additional emails, scroll down and use the shortcut.