Yep, using the CTRL-A or Command-A should select all the pics. But, yeah, otherwise one at a time!
As atus says too, it's really important that you use LR to do everything: import into LR, move, copy, delete, rename etc within LR. If you change something outside LR (eg directly in a folder on your NAS) it rapidly becomes a mess and the LR catalog won't know what has happened. This leads to all sorts of issues which can be very hard to sort out. LR is a great a program but you must work within at all times.