If you are selecting data to build a chart and need to select dozens of locations, for example, at one time to avoid clicking 40 different locations, a shortcut is available.
Select the first element of interest (e.g., a location), then press and hold SHIFT on your keyboard, while clicking on the last item you want to select. All items between and including the first and last items will be selected automatically. Perform the same action to deselect several elements.