Check box mode - can't get this to work

I must be dong something wrong when using check box mode. I bring up the checkboxes, and I then check the individual files that I want to copy or move. I went into help perform the function. It said to select COPY FILES - presumably in the right click dropdown menu. So I do that, and then select the target folder, and click OK.

But the only file that gets copied is the one where the cursor was on.

After I have selected the desired file(s), what is the proper approach to then copy or move all of them to the desired folder?

Are the proper COPY/MOVE commands located somewhere else?

Copy and Move buttons are on the default toolbar: