This feature allows users to select multiple objects at once in drawing.tool. In the 2D view, when shift is held, clicking on a non-element area will trigger drag select function. A blue boundary box will show up as cursor moves and it will select all the objects which is inside the box.
When the selection box is drawn from upper-left to bottom-right, it will trigger complete selection which means objects will only be selected when the entirety of the object is inside the selection box.
When the selection box is drawn from upper-right to bottom left, it will trigger the partial selection which means, objects will be selected as long as part of it is inside the selection box.
Using the visibility controls can help refine what you are selecting with the drag function. For example here is a simple workflow to select all the interior walls.
Happy Modeling!