NOTE BlockCAD can have blocks which don't exist in Ldraw - those will be left out. You need to edit the file L2PGO.BAT, and place a copy of that in the Ldraw directory. You need to edit the file L3PGO.BAT, and place a copy of that in the Ldraw directory. Join all the selected pieces to a group. Ctrl Left Click always work on individual blocks.
Groups are persistant, ie.
When inserting a Sub-Assembly, it is automatically made into a group, so You can Left Click it, and move as a whole. Only enabled if at least one group is selected. Fast Studs, Better Studs, Best Studs. Also used for Ldraw rendering. Redraw the whole picture for every piece rendered.