Multiselect in Roblox Studio was already present by February 2013, when Roblox’s Studio 2013 announcement listed “multiselect” as one of the new upgrades.

What the evidence shows

The clearest public reference I found is the Studio 2013 release post, which describes multiselect as part of that update and says it was significantly faster than before.

That means it was added no later than that 2013 release, though the exact first internal rollout date is not stated in the source.

Extra context

A later Roblox Developer Forum post from 2020 discusses adding shift-select to Asset Manager, which suggests Roblox kept expanding multi-selection behavior in different Studio areas over time.

So if you meant the general ability to select multiple items in Studio, it traces back at least to 2013; if you meant a specific multiselect mode in a newer panel, that feature may have been added later.