Once you’ve got stuff highlighted, you’ll have a couple of choices. First, you could just click the “Forward” button in your toolbar (or press Shift-Command-F), and that’ll start a new email with all of the items you selected in the body of the message. Secondly, you could instead forward the selected emails as attachments, which’ll make them come out as…well, as attachments on the other end.
You’ll do that by selecting the emails and then picking Message > Forward as Attachment from the menus at the top…
…or by right-clicking on one of the emails and choosing that same option from the contextual menu.
Whichever method you choose, though, your recipient should be able to look through everything you’ve sent him or her, and you’ll be spared the tedium of forwarding the messages individually! Hooray for that.