You can't select multiple records in FM. You can do a "Find" for just the records you want to delete and then "Delete All Records" to delete the found set. If there's nothing common between the records you want to delete that you could use to find them, you can add a field and make it a checkbox on a layout. You could then click on the checkbox in all the records you want to delete and do a "Find" for that field.
You can also use the keyboard short cut for omitting records to omit the records you don't want to delete until your found set is only those you want to delete, then use delete found set to delete the records that remain in the found set.