Highlighting means selecting an icon or menu option with the mouse (although the keyboard can also be used to highlight). When an item is selected, either it changes color, or it is surrounded by an outline. Moving the mouse moves the highlight.
To highlight a single item, just click it with the left mouse button. There are two ways to highlight multiple items, depending on whether or not the items are adjacent to each other. Following are the different methods:
"Lasso" Adjacent Items
Drag the mouse from one corner to the other and watch the items become highlighted.
Use Shift Key for Adjacent Items
Adjacent items are highlighted by clicking one end and then holding down the Shift key while clicking the other end.
Use Control Key for Non-Adjacent Items
Non-contiguous items are highlighted by holding down the Ctrl key and clicking each one.