To select a range of contiguous files in a block, hold the Shift
key and select the first file.
Then, still with Shift key held, select the last file.
That will select all the files in between.
Then drag the lot to the new folder.
To select several files in a random order press the Control key,
select the first file, and with the Control key still held, select
another file, then another.
Each file will remain selected.
Then drag one and the others will follow.
Upon re-reading this in nitpick mode, I see a couple of potential
gotchas. Here are the corrected steps.
1. Select the first (or last) file.
2. If a contiguous block is desired, hold Shift while selecting the
last (or first) file.
3. Individual files can be selected or deselected by holding the
Control key while left-clicking.
3a. Additional contiguous groups of files can be selected by careful
use of both Shift and Control.
4. When all desired files are highlighted, left-click on any selected
file and drag (or right-click and drag) to the new destination. If
right-click was used, a context menu will appear after the folders
have been dropped, asking whether you want to Copy, Move, Create
Shortcuts, etc. If left-click was used, standard Windows rules for
Copy versus Move will be used.
If you happen to have one or more files selected before you start this
operation, you'll get unexpected results. To avoid that, always make
the first selection with the left mouse button alone, never in
conjunction with Shift or Control. Dave-UK's instructions above are
great, but they do contain that small error.