A "Select All" option can be added to a combo box. Normally this is done using a Union statement in the query that populates the combo box or if the combo box is populated with a Value List then an option can be added to the list of Values.
However, a combo box does not allow for multiple selections. If you need to allow multiple selections then you should use a List box. The "Multi Select" property of a list box determines how making multiple selections is performed. "None" - only one selection can be made; "Simple" - just click the mouse to selected multiple items; "Extnded" - the Ctrl key must be held down to make multiple selections.
The "Select All" option can be added to a list box. The list box will provide all of the functionality you are wanting.