While the Explore tool will identify multiple overlapping features, it does not allow you to draw a box or select multiple none over lapping features at one time. At least not that I can find. You can click individually on features and open multiple identify windows but then your screen becomes very cluttered. It would be nice to have the option to use a window select with the explore tool with the option to view in a single or multiple windows.
This was marked by Kory Kramer as a Duplicate of Add a Real Identify tool to the ArcGIS Pro's Inquiry Ribbon Area. Please visit that idea, up vote, and add your requirements in the comments.