Can you shift select or drag select to select a bunch of messages in Gmail?
You can use the same Shift+select to select a range and Ctrl+select to select multiples as you might expect in a desktop app.
A couple of other options:
If the items you want to select can be narrowed down via a search, you could perform the search and then use the select all option.
If not, you can achieve the outcome with keyboard shortcuts. Use
kto scroll vertically, and use
xto select the conversation.