Moving large assembly

Im very new to Blender, I want to use it to create a simple animation for my 3D model. This is part of an assigment I have for my internship.
I used an OBJ converter on the assembly with SolidEdge and opened the OBJ file in Blender. However, whenever I try to move the assembly, only a part of the assembly moves. The assembly consists of ALOT of other assemblys. Is there an easy solution to this?

Thank you in advance,

Join the selected objects together to form one object (Ctrl+J)
To keep the objects separate, add an empty, and parent the objects to the empty (Ctrl+P), then just move the empty

I’m sorry but how do I select everything to form one object?

Nevermind, it worked.
Thank you