Using Workspace webmail, you can forward messages as attachments. Forwarding emails as attachments packages all of the message contents (and their attachments) into a single attachment. Sending email messages as attachments allows recipients to easily identify your attached messages from the rest of their inbox.
If you want to select multiple email threads, don't open the message. Instead, use the checkboxes in your inbox to select multiple email threads.
If you don't see a More Actions menu, it's likely that you're using the Updated View. Click Classic View in the top right corner, and continue. You can always switch back by clicking on Updated View.