There is an error in the documentation on this page
https://docs.unrealengine.com/latest/INT/Engine/UI/LevelEditor/Viewports/ViewportControls/index.html
Ctrl + RMB + Drag Removes any select Actors in the box from the current selection.
should be
Ctrl + ALT + LMB + Drag Removes any select Actors in the box from the current selection.