Objects have a hierarchy: Volume -> Face -> Edge -> Point.
You can lock an object at any of these levels using the right-click menu. Locking at face level (for example) means you cant change any faces or anything below; you can only move the whole volume. Locking controls what is highlighted for selection, and helps prevent accidental changes.
If a volume is locked at Volume level, it cannot be moved, and selection looks through it to objects hidden behind it.
Objects may be grouped. The group is then selected, moved, or copied as a unit. Choose Grouping/Group Selected from the right-click menu. A group can be ungrouped at any time.
A closed set of edges can be grouped and turned into a face. Choose group Connected Edges, then Make Face.
A LoftyCAD file or an STL mesh can be imported to become a group. Choose Import to Group from the File menu.