Selecting multiple objects in MS Word is very easy. You just drag along the page and all the objects such as pictures are automatically selected. Is there the same way in Photoshop?
You can select multiple layers by using Shift + click and Ctrl/Option + click.
Ctrl/Option + click selects additional layers individually, Shift + click selects all layers in between and including your current one and the one you click on.
For more info see: Photoshop / Selecting, grouping, and linking layers