To select non-adjacent entries, you can mark them by clicking the word and pressing F5. The first one marked will get a green mark in the margin and subsequent ones will get white marks.
To undo, press F5 again in each location.
Or press Control and click in the number at the left -- keep Control held down and click elsewhere. The first one clicked will go green and the others white. In the picture below, using an index of Jane Austen's Persuasion, I selected Captain and Elliot by clicking numbers 49 and 40.
To clear the marking here, press Control.
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