What is Click Shift (or did you mean hold down the Shift key + Left mouse button Click to select continuous images)?
As Above the only way to add a groupd of images to an Already created collection is to Select the images you want to place in a collection, Left Mouse button Click in the Center of one of the image thumbnails and Drag them to the collection you want them in then Drop them.
Or you could Set the Collection you want them in as the Taget Collection and then click the little circle in the upper right hand corner of any of the images and that will place all of them in that collection.