To initiate bulk selection in the conversation list, hover over one of the conversations and then check the box that appears on the right side. 

When you're in bulk selection mode, buttons appear in the center of the page for the actions you can take on these conversations. 

You also have the option to select all of the visible conversations that have been loaded in the list. To select all, initiate bulk selection mode on one of the conversations and then click "Select all shown" in the center of the page.