To select multiple spaces, you can do one of the following:
For PC users: CTRL + click and select all the spaces you'd like to include in your selection
For Mac users: CMD + click and select all the spaces you'd like to include in your selection
Shift + click on each of the spaces you’d like to include in your selection.
Click and drag a box over the desired spaces (see gif below). Note that spaces will only be selected when the box encompasses the entire space, not just a part of a space.