Currently in the Download queue, Upload queue, Finished Downloads and Finished Uploads tabs, you cannot select multiple files/directories.
In the Download queue and Upload queue tabs, you can select multiple files within the directories, but not the directories themselves.
It would be nice to be able to cancel, move or change the priority of multiple directories at a time in the Download queue and Upload queue tabs, as well as clear multiple finished files at a time in Finished Downloads and Finished Uploads, without actually clearing everything at once from right click -> Remove all, or doing it manually with your delete key/arrow keys.