Well, like many other things, selection methods differ from one app to the other.
In ARCHICAD, with the Arrow Tool active, you have the Quick Selection option using which you can select a Door or Window in a Wall by clicking on them (or SHIFT-clicking, when another Tool is active).
Of course, when you want to select multiple Doors or Windows in a Wall, you can draw a Marquee around it (like you would draw the selection rectangle), then select the Door Tool, and press CTRL+A to select all Doors within the Marquee.
But if you feel that this would be a good feature to be implemented, you can make a wish for it, we can vote on it and if it gets enough support, we can submit it to GRAPHISOFT for consideration.
If you do make a wish, please post its link in this thread.
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