How Do I Shift-Select 2+ Words and send them to the concordancer ?

Drag the mouse over the words, or if one is already selected then hold the Shiftkey down and click adjacent words to add these to the selection.

Then (the tricky part), while holding the Shiftkey down, click at the right end of the selected area. (If you click in the middle of the selected aea, you will lose some letters at the end.) This is easier to do if you also select the space after the final word. Easy!