Selecting Objects Tutorial - Step Four
Left-click one of the Autoshapes with the Selection Tool to select it. 8 blue square selection handles
will appear around it to indicate that it's selected.
Press and hold down the SHIFT key and left-click another one of the Autoshapes to add it to the current selection. The selection handles will expand to surround all the objects in the selection.
While still holding down the SHIFT key, left-click the remaining Autoshape. All three shapes will be selected at this point. You can always add additional objects to the current selection by holding down the SHIFT key and left-clicking them with the Selection Tool.

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