The Shift Click To Select dialog is used to define which primitives use Shift+Click to select.
The dialog is accessed from the PCB Editor - General page of the Preferences dialog by enabling the Shift Click To Select option and then click the Primitives button.
Primitives can be individually selected to enable or disable the option to use Shift+Click to select. The following controls are also available to enable or disable Shift+Click to select for all primitives at once:
Click OK to save changes and exit the dialog, or Cancel to exit the dialog without saving changes.