Yes, but it's a little finnicky to start with...
First, go to options (presss ctrl+O (not zero)) and type lasso in the search box at the bottom. Make sure the single option returned is checked and press OK.
Next, actually making the selection...
If the first item you want to select is already selected, you need to select the second item, then start the drag from the first desired item. If you don't do that, rather than drag out a selection, you'll start a drag and drop process on the one selected file.
Second... Start your drag from an empty area of a field. If you start the drag by clicking on text, you start a drag and drop process instead.
If the list is not long, and there's empty space at the bottom, and you want to drag a selection from the bottom, that's where it works best, just click anywhere down there and drag up...
Once you get used to that, you'll be off and running, or, you won't get used to it and train yourself to use the right mouse button instead...