You can use any of the usual selection techniques in the Step Editor, with the following variations.
Hold Shift, then click the steps in a lane.
Hold Shift, then drag to select the steps in a lane.
Take care to avoid clicking any steps. If you click or drag with the unmodified Pointer tool, the selected event values are changed, so make sure you hold down Shift.
Click the lane name.
Shift-click the lane names.