When you see the display of files in your folder, rather than clicking one to move/copy it, you can hold down the Ctrl key and then click several, all of which will be selected. You can also hold down the Shift key and select a range - click one file, then click another that's several files away; all the files in between will be selected.
The way I usually move a large number of files is to have two instances of Windows Explorer open - one to the source folder and one to the destination folder. Then I use either of the techniques above to select specific files (or Ctrl+A for all) and after making my selections I right click and drag them to the destination folder window - right clicking gives you the option to move OR copy once you release the button.