The Select All functionality allows all rows on a screen to be selected for processing/actions that you wish to apply to all lines.  For example, you may wish to Lock all rows.

Click in the indicated box until all rows are selected.

Below indicates what the screen will look like once all the rows are selected.

Please note the "Pen" icon appears in the "Select" columns and that the boxes are checked on all lines.

If you wish to Deselect All click in the indicated box until rows are deselected.