First, remember that Photoshop and Fireworks use some different terminology. In Photoshop, a single element is called a layer, whereas in Fireworks, it's called an object (e.g., bitmap or vector). In Photoshop, a folder is called a group, whereas in Fireworks, it's called a layer. Fireworks also has something called groups, too, where multiple objects can be combined into one unit, so to speak. To group multiple objects, choose Modify > Group (or Command-G). This can easily be undone with the Ungroup command, if needed.
Groups can be quickly selected on the canvas with the Pointer tool. The objects within the group can be selected individually with the Subselection tool.
Layers are a different story. I think the only way to select all the items in a layer is to use the Layers panel. If you click on the Layer name or folder icon, you'll select all the visible objects in the layer. Oddly, sublayers seem to be excluded from this, and I cannot understand why. But similarly, you can click on a Sublayer name or folder icon to select all the objects contained within the sublayer.
Finally, there's also something called the Select Behind tool. I think it allows one to toggle a selection between overlapping objects on the canvas. (I don't actually use this tool much.)
The kind of layouts I make mostly have chunks (content box) may have a bitmap, text, icon, web fields etc and in between when I need to move different chunks I have to dependent on layers panel to select the set, another way is to make it group (Control + G) but still I feel layer group set is more flexible to work with wish Fireworks do a upgrade on this.