It doesn’t. You are confusing Shift vs Command on MacOS (Shift vs Ctrl on Windows).
If you have 5 files:
A
B
C
D
E
Click on file A, then hold Shift, then click on file D - all 4 files from A to D will get selected.
And that’s what the topic title says! Shift + Click
If you try the same with checkboxes in Discourse, it does not work this way.