You can select multiple Messages and perform batch actions on those selected Messages to either Tag, Follow, Archive, Share, Download or Delete private drafts.
Select Batch select then either individually click messages to select them or hold the Shift key and either use Arrow keys or click a Message further down the list to select many messages at once. Then choose the corresponding action to perform on the messages selected.
Batch archive for team (Pro and Enterprise Edition Only)
If you are on a Pro or Enterprise SEDNA Edition you may also have the Batch archive for team option. Selecting this will Archive the Message for all members of the same Default team as yourself.