Hello @vpisula
Welcome to the Canvas Community. Thanks for posting your question. If you are asking about files that live inside the "Files" area of your course, then the answer is: Absolutely! The easiest way to do this is to press CTRL on your keyboard and then click on each file that you want to move at once. You can then click again to move all of them to a different folder that you've created in your "Files" screen. Or, you can also use the SHIFT key on your keyboard if you have a bunch of files all in a row. SHIFT click on the first file, and then while SHIFT is still held down, click on the last file that you want to select, and all files between the first and the last will be selected. There are other ways to move files in your "Files" area of your course that are described in this Guide: How do I move and organize my files as an instructor?.
If you are trying to bulk move files that are listed in your "Modules" screen, I'm not aware of any way to do that, unfortunately. 
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