How to select messages in conversation view?

I want to use the conversation view. But I have some unsolved problems.
When I delete a message in the Inbox, all messages in the conversation are deleted. For me that’s fine because often long conversations are completed and I do not need them anymore. But sometimes I want to move the entire conversation to a destination folder. In this case, however, only the message in the Inbox will be moved to the destination folder. This is completely different from deleting. I tried to select all the mails in the conversation view. But it does not seem possible. I can only select one message and move it to the destination folder. How can I solve this problem?