You can multi-select objects in diagram by using Ctrl + Mouse Click. As for the context menu appearing on right mouse click - we haven't a template or style for that, but you can use the RadContextMenu and diagram commands to achieve the described behavior.
I'm attaching a sample project that demonstrates this approach and hope that this will give you an idea how to further customize the diagram according to your requirements. Please feel free to ask if you need any other assistance.
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