If you’re thinking of something like dragging a box around layers to select all of them in the box, then I’m sorry to tell you that there’s no way to do this directly in the Composition panel.
If you need to select multiple layers that share certain characteristics, then you might be able to make good use of the filtering feature in the Timeline panel to filter down to just the layers that you want, and then select them in the Timeline panel. Lloyd Alvarez also provides a very handy script called “Zorro” for tagging and selecting layers; there’s a link to it at the bottom of the “Select layers” page of After Effects Help.
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Todd Kopriva, Adobe Systems Incorporated
putting the ‘T’ back in ‘RTFM’ : After Effects Help on the Web
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