How do I delete multiple e-mail messages rather than doing it one at a
Quite a few options.
Click on a message, hit control A (which should select all the messages in
the folder).
Click on a message, hold down the shift key and click on a different message
(which should select both clicked items as well as everything in between).
Click on a message, hold down the control key and click on different message(s)
(which should select every item you click on).