The box select functionality allows you to drag a box over what you need to select, and depending on the direction you drag, different items are included. Dragging from left to right differs from right to left. Left to right selects only the items completely within the window. Right to left selects everything within but also the anything crossing the window edge. You may want to use this in both the sketch and assembly environments.
If this is too many lefts and rights to keep track of, or if you always use your thumb and index finger to help, here are a couple tricks to tell the difference.
LEFT TO RIGHT BOX SELECTION:
Left to right selection has a solid line as the edges of the box. It is also blue in colour (think cold). Therefore only “contained” items are selected and it’s very “cold” and unfriendly to exclude the others.
RIGHT TO LEFT BOX SELECTION:
Right to left selection has a dashed line as the edges of the box. This one is green in colour (think green with envy). Therefore crossing components are also selected as its envious nature wants to take over the CAD world and select everything.