The usual way to select a file is to click on it once. To select more than one file, press Shift and click on the files you need.
In an open folder, you can select files by dragging the cursor. In tables and spreadsheet multiple cells can be selected by dragging.
I've recently impressed a colleague by another trick – selecting multiple files on the Desktop by dragging the cursor over them. (see the picture above.) Click on the Desktop and drag the cursor over a number of files. They will all be selected (highlighted).
This shortcut is handy when you want to scoop up work-files left on the Desktop after you've finished a project. Open a new folder, mark it with the name of the project, scoop up the related files and put them in the folder.
Another use is when you have several graphic files (photos) on the Desktop and want to have a quick look at them. Drag the cursor over them to select, press Command and type O (letter, o - for open). All files will open in one Preview window with a side pane. Click on the thumbnails in the side pane to view, or run a slideshow. You can also add pictures to an iWork document by dragging them from Preview to the iWork document.
I often use this trick to clear space on the Desktop, or to group related files together. Select them by dragging the cursor, then click once on any of the selected files and move them all together to a new location – to the side of the screen, to a folder, or even to Trash.