Put many objects from outline into 1 class bp

How do I select multiple objects from the world outline and put them into one class blueprint? Please post screenshots if possible

That functionality was moved a while ago to Blueprints > Convert Selected Components to Blueprint Class
be careful as it does not always have expected results (You may have to parent multiple meshes to one and rezero their origin that way) and Blueprints you have selected can sometimes be broken up into parts, best add them seperatly afterwards as child actors