So far the only way I have discovered is to laboriously click the checkbox on each image I want to import. It seems that one should be able to select a range with one click (e.g. holding down Shift and then clicking the last image in the range) or by using a context (right-click) menu. No dice. What gives?
I think two differeng groups of developers on two different planets designed the Library vs the Import views -- they sure are different!!
I can answer your question because I had the same question and spent weeks clicking each individually.
First ignore the checkboxes. Then use click, ctrl+click, shift+click to select the thumbnails (NOT the Checkboxes, which is why I said to forget them for now!!)
When you have selected what you want, find one of the selected photos and click its checkbox one way or the other, each click selects or deslects all the "selected" photos.
Actually the design for the import dialog is pretty ingenious in my opinion. You can do a "Deselect All" and then use "click shift-click and ctrl-click" and then click a check box as you indicate. You can then repeat this with another group of images without messing with the first selection. It makes selecting sequences of non-contiguous photos very easy. You can select 1 thru 10 and then 30 thru 40 without single clicking the second group.