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In classic Outlook, select any item in the folder.
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Press Ctrl+A on your keyboard.
All the items in the list are highlighted with a background color to indicate they are selected and ready to be moved or deleted, or whatever you want to do next.
 
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At the top right of the folder view in new Outlook, chooseÂ
  Select to turn on the multi-select feature. - 
                      
At the top left of the folder view, click the check box next to Select.
All items in the list now have a check mark on the left margin. They are read ready to be moved or deleted, or whatever you want to do next.
 
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In Outlook for Mac, select any item in the folder.
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Press Command+A on your keyboard.
All the items in the list are highlighted with a background color to indicate they are selected and ready to be moved or deleted, or whatever you want to do next.