First of all, sorry if I'm using the wrong term for the area you see in the screen. I need to select two specific files to merge them. Unfortunately I'm not able to find the corresponding shortcut. If I use Shift I can select multiple items in a row, but not the first and the third. Is there any way to accomplish this?
That's the project window (not to be confused with the media browser, which you can use to browse your computer and import media assets into your project). You can add or remove assets to your selection by holding down CTRL / CMD while clicking on them.