Yahoo itself cannot forward multiple emails at once. However, you can - link your Yahoo account and - use Gmail to be able to do that.
First, copy the text you're writing so that you can continue it in a new message. Next, select in your inbox (or in another folder) the emails to include, then click the 3 vertical dots in the menu and choose Forward as attachment.
Alternatively, you can use an email software like Thunderbird.
Hope that helps.