Once you've selected multiple objects in the Outliner, move the mouse over the 3D window and press X to delete.
There are other methods of selecting multiple objects - such as holding shift and right-clicking objects in the 3D window, which has the same effect (and if you accidentally select an object you didn't want selectied you can hold shift and click the object again to de-select it). If all the objects are around the same location you could use the 'box select' tool in the 3D window - press B, click at the top left corner of the selection then click at the bottom right and all objectswithin that boundary will be selected (then press X to delete them). Also, try pressing C when in the 3D window - this will give you a circle and you can use this to click each area to select, once happy with the selection press right mouse button and can again press X to delete (or any other action you might want to do to the selected objects - rotate R, scale S, hide (H - use Alt+H to unhide), etc.).