@ElenaTodirenchi in which Universal GUI version are you working? There have been some issues with this in previous versions, but both Ctrl and Shift + click are supposed to work (on the Grid component).

A very particular and confusing thing which I hope gets resolved soon is the following though: after opening a Grid it seems as if the first row is selected, but in reality it is not. So you would have to explicitly click that if you wish to include it.