There's a little + that you can click on the icons.
Or, you can use the keyboard arrows and spacebar.

Not sure if there's others.

Edit: Just found another one actually. Middle-clicking selects without opening.
This works better than the little + on the icons because the + behaves like a "ctrl-click."

CTRL + Click

personally, I don't like the plus icons (I'd prefer it if they were simple checkboxes), so any one of:

• (mouse-only) drag a selection box from an empty area
• (mouse-only) right click directly, already opening the context menu to copy, cut, rename, share, etc - which is often the goal when selecting a single item.
• Ctrl+Click
• Shift+Click
• (kb-only) Arrow keys

I've always used the little plus sign on icons. It's ingrained into my brain. I even did the same on windows before switching to Linux 6 years ago. Single click and the little check box on Windows.

I haven't tried it but if it works the same as a mobile OS you long click to select. Single click to execute.

Edit: apparently that's not how it works. There is a checkbox on every icon that you have to click directly on the check box to select/unselect.