Whenever a Fixture needs to be selected, for example when adding fixtures to a Scene function, the Select Fixture(s) dialog is used.
The dialog is very straightforward; there is only a list of fixtures that you can select from. In some cases you are allowed to select multiple fixtures, for example, when adding fixtures to a Scene or an EFX. In these cases, the order in which the fixtures are selected will also be the order in which they are added to their destination.
Refer to your operating system manual for documentation on how to select multiple items in a list.