Use Add to Selection with any select function to add the new selection to the currently selected stitches.
Add to a Selection
Place an embroidery on the work area.
Use Box Select
(or another selection tool) to select some stitches.
Click Add to Selection
.
Click Box Select
and select some different stitches.
The new selection is added to your old selection.
Shortcuts
Select, Home Tab:
Keys: Alt, H, A