Nikon D500 - Manual (Page 306)

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3
Select the highlighted
picture.
Press the center of the
multi selector to select the
highlighted picture.
Selected pictures are
marked by a
O icon. Repeat
steps 2 and 3 to select additional pictures; to deselect a
picture, highlight it and press the center of the multi selector.
4
Press J to complete the operation.
A confirmation dialog will be
displayed; highlight Yes and press
J.