If you are in the Photos/Gallery app grid (thumbnails) you are able to multi select; just like File Explorer, click one photo then Shift-click to a continuous range or Ctrl-click to click single photos. There's also a Select/checkbox button in the app's toolbar (on the top right) that turns selection checkboxes on or off for each thumbnail use and select the ones you wanted and press Delete or click on the trash icon. Tip: When you press Ctrl+A, select all of the photos that you can see. Remember deleted pictures will go to the Recycle Bin (as will pictures saved on OneDrive if of that type).