When you select a work item by clicking on the row, the work item will be highlighted and the work item will be shown in the Work Item Detail panel. You can only select one work item at a time with this method, since only one work item at a time can appear in the Work Item Detail panel.
This documentation refers to this as a highlight selection.
When you select a work item by marking the checkbox, the Operations menu is enabled. You can select many work items with this method, and any operation you perform will be done on all of them. Work items selected via checkbox do not appear in the Work Item Details panel. This panel always shows the work item currently highlighted, regardless of its checked state.
In this guide, this is called checkbox selection.