Selecting Multiple objects
The most efficient way to select multiple objects is to click and drag with the Selection tool (black arrow) just as you would select multiple icons on the desktop. However, there comes a time when objects are laid out in such a way that specific parts overlap or you want to exclude one object from a selection. To accomplish this Shift comes in handy. While holding Shift, you can add items to your selection just as if you were selecting the item for the first time. Alternatively, if you click an item that is already selected while holding shift, the item is subtracted from the selection.
When creating objects in InDesign, each successive object created is layered on top of the object before it. Because of this, it is important to understand the arrangement properties that layer these objects on top of one another.
Aligning objects is key when working with a multitude of objects. The Align panel is initially hidden. Prior to making an alignment selection, locate the panel under Window < Objects & Layout < Align. To align a set of objects, make sure they are selected then locate the desired alignment strategy in the panel. This video from Infinite Skills does a great job of outlining the various ways to align objects.
When you want to manipulate multiple objects similtaneously (ie. add a stroke, Scale all of the sizes in relation to one another), it is a good idea to experiment with grouping objects. Grouping is an easy way to apply a change to a set of object simply by distinguishing that you would like them to be locked together. This can be found under Object < Group (Command + G). To ungroup a selection, simply add a shift to the command by selecting (Command + Shift + G). Alternatively, both of these commands can be found by right-clicking on a selection and navigating the drop-down menu.