Each email preview card has a check box displayed next to the sender's name:
Click on as many of these check boxes as you like in order to select multiple conversations:
Alternately, you can select one message, then scroll down to another message, and then hold the <shift> key and click it. That will select all the messages between those two selected messages.
Once you've selected the conversations you need, choose the action from the toolbar that you wish to apply to them:
If you've selected a batch of conversations and want to cancel that selection, click on the Cancel icon: