Moving an arbitrary selection of files may not be possible if they’re not adjacent to one another, or start out in separate folders. For instance, I opened the Interactive Tutorial, and selected documents with titles which started with “Step 8”, “Step 9”, “Step 10”, and “Step 15”. The “Step 15” file is in the “Part 3” folder, while the others are in the “Part 2” folder. My trick for moving that selection of files wouldn’t work.
But If I select all the files from the same folder (steps 8, 9, and 11, for instance), then this will work:
Hold down CTRL and use the arrow keys to move them left, up or down, or indent them right under a folder or another file. Once you get the hang of how this method works, it can be easier than dragging files, since the depth of indentation is only adjusted with left or right arrow key-presses.
Another option for selecting and moving files around with the mouse is to split your editor in two and go into outline mode. You can drag selections of files from one outliner to another, from the binder to an outliner, or an outliner to the binder, essentially giving you 3 views of the binder that you can drag multiple selections to and from.
And since this isn’t obvious: you can drag a selection of files from the binder of one project into the binder of another project you have open, which makes a copy of the files and most (all?) of the meta-data associated with the source files.
Hope that helps!