To do this action
Use this shortcut
Select an icon by the first letter of its name
Letter key
Select the next icon
Arrow keys
Select the next icon alphabetically
Tab
Add an icon to the selection
Command-click
Select adjacent icons in a list
Shift-click
Select or deselect nonadjacent icons in a list
Select all icons
Command-A
Highlight the name of a selected icon
Return
Display the contextual menu
Control-click the icon