To select circuit elements or several elements you should first switch to the selection mode. For it, click the Select Objects button or choose Cancel Insert Mode in the Insert menu. Then you can do one of the following:
To select single element, just click at it.
To select several elements, you may click them holding the CTRL pressed.
Another way to select several elements is to click and drag diagonally. All elements that are entirely fit the selection rectangle will be selected.
To select/unselect all circuit elements you may use Select All and Unselect All commands from the Edit menu.
Shortcuts:
CTRL+A - Select All
CTRL+D - Unselect All