Multi-component mode lets you select faces, vertices, and edges without changing between selection modes. In this mode, you select components based on the cursor’s proximity to them.
To turn on multi-component selection mode
-click when the cursor is over a polygonal object and then select Multi from the pop-up menu. Tip: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 icon 
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.