Transfer multiple files

How do I transfer more than one file at a time. Can I highlight multiple files to copy?

Sure, you can. See Mark menu.
See also https://winscp.net/eng/docs/ui_commander#selecting_files

What is the Mark menu and Explorer interface only brings up the host not my local directory so I can not transfer files this way.

Ok I found Mark, but if there are multiple files and we want to select 2 out of three files how do we select only those 2 files?

diane wrote:

What is the Mark menu and explorer interface only brings up the host not my local directory so I can not transfer files this way.

What about using drag&drop as in Windows Explorer? If you do not like this, use Commander interface, which is intended to be controlled via keyboard.

diane wrote:

Ok I found Mark, but if there are multiple files and we want to select 2 out of three files how do we select only those 2 files?

If you are using Explorer interface, use the same way as you select multiple file in Windows Explorer. For example by holding down Shift or Ctrl keys while clicking mouse buttons.