Selecting multiple segments:

 
Method 1:
Hold down the SHIFT key. While Shift is held down, you can click on and select, or deselect, both audio and video segments anywhere in the timeline.

 
Method 2:
Lasso them. Click and hold down the mouse button OUTSIDE the timeline (in the Timeline Window). It is generally easiest to start above the timeline, but it works starting from either above or below the Timeline. Now drag the lasso across the segments you want to select, making sure to move from LEFT TO RIGHT (lassoing from right to left will place you into Slipping). Once you release the mouse button, the segment(s) will be selected. Specifically, you will be in the type of "Segment Mode" that was last used/enabled.

 
Nudging segments in the timeline:
  
1 – Select one or more segments in the Timeline using the red "Overwrite-Lift" mode of Segment Mode. If you select more than one segment, be aware that all the segments must be touching. If there is Filler between segments, be sure to select it too.
  
2 – Now you can nudge segments earlier or later in the Timeline by using the Trim Keys on your keyboard (by default on the keys "M", comma, period, and "/"). This is great for a variety of things, including nudging sound effects around.