In Outlook you would create the email first, then find the option for Insert File. Your program might have a different name - maybe "Attach a file" or similar.
Once you find that and get up a list of files, you should be able to click on more than one to select them, holding down the Shift key to select a block of them, or the Ctrl key to click on separate ones.
At worst you might have to click on Insert/Attach/whatever and do them one at a time.