Canon BJC-S830D Application Manual page 57

You can select multiple images by clicking desired thumbnails while pressing the
Shift key.
4
Click the DOWNLOAD button in the Camera Window.
The selected image(s) is imported to your computer and displayed in the Browser
area.
5
Click the close box at the upper left corner of the window.
Repeat Steps 3 and 4 above to import other images.
Importing Images Using the Camera Window 57