Multi component selection lets you select faces, vertices and edges without having to change between selection modes. In this mode, you select components based on the mouse cursor’s proximity to them.
To turn on multi-component
selection mode for a single object, 
-click
when the cursor is over a polygon model and then select Multi from
the marking menu.
To turn on multi-component
selection mode for all objects, press the Select by component
type button on the status line and then -click
the Select miscellaneous components button
and select Mesh Multi Components from
the menu.
Marquee select with multi component selection mode
When you perform a marquee select on an object in multi component selection mode and no components are initially selected, Maya will select all vertices in the marquee.
If a component or multiple components of the same type are already selected, then Maya selects components of the same type within the marquee.
If multiple components of different types are already selected, then Maya selects components based on a hierarchy of vertices, edges, and then faces. For example, if an edge and a face are already selected and you perform a marquee select on the object, Maya will select all edges in the marquee.
