Not sure if there is another way to do this, the ability to draw a box to select multiple items in the Add Data dialog is missing. So used to doing that in ArcMap.
In Add Data or from Catalog?, I use shift-click to select over a range, with ctrl-click to un-select. Been too long to remember arcmap
Hi Dan, I meant the Add Data dialog. Holding the Control/Shift key will allow selecting of multiple items, but can't draw a window.
I just corrected my original. I still use shift click at the top of the list and shift-click at the bottom, I don't remember the draggy mouse-box thing.
lots of shortcuts though... for example
ArcGIS Pro keyboard shortcuts—ArcGIS Pro | Documentation