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I have to select many files in a folder, or in different folders, but I don't want press the CTRL button every time.

Is there a method to activate the CTRL key until I have selected all the files?

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Use Autohotkey and bind some key combination to keep Ctrl pressed down. Make sure you have another combination to release it as well. – tumchaaditya Jun 27 '14 at 12:15
Er, you do know that you can just hold down the ctrl key - you don't have to keep pressing it? – Tom Zych Jun 27 '14 at 12:15
up vote 2 down vote accepted

If you are using Windows Vista, 7, 8, or 8.1, you can enable checkmarks for file icons. You would then use the checkmarks to select multiple items instead of holding down CTRL.

Simply open the start menu or start screen, type in Folder Options, and press Enter. Click the View tab and then, in the Advanced Settings box, scroll down until you see the option Use check boxes to select items. Check that box and press the OK button.

Now, to select multiple files or folders, click the first file like you normally would, then click the checkmarks of the remaining files.

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Thank you, nice! – user332153 Jun 27 '14 at 14:35

One method in a Windows 7 system for multiselecting items without having to use the CTRL , is to use the Checkboxes.
In any explorer window go to Organise Folder Options or Tools Folder options, in the View Tab, select the item
[X] Use Check Boxes to select items.

Checkboxes demo pic
As you can see in the picture this works in both details view and in thumbnails view.
You have to select right on the box itself, not the larger and easier to hit whole file name or icons, I myself still prefer to continually hold the Ctrl key when selecting multiple files.

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Whilst this question has been answered already for the specific case of selecting files, I would like to point out that Windows does actually have a built-in feature called Sticky Keys for holding down one or more of the following modifier keys: Ctrl,Alt, Shift and Win.

When the feature is activated, you only need to briefly press one of those keys and it will act like it is being held down until you press a normal key or click the mouse. This can be handy, e.g for doing Ctrl - Alt - Del with one hand.

If you are using the mouse for selecting, you will need need press the modifier key twice for it to lock, otherwise it will be released when you click.

Sticky Keys can be activated either by pressing Shift five times in quick succession or by going to:

Control Panel->Ease of Access Center->Make the keyboard easier to use->Set up Sticky Keys

Sticky Keys Screenshot

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