Hi Mood,
Test Studio will record Keyboard actions. As it happens, however, CTRL clicks on their own will not be recorded. Instead what you can do is record a CTRL + Something click and then modify it to be just a CTRL click like this:
http://screencast.com/t/7EeHfCHNhEA

Test Studio will also record CTRL + Click steps. It records them as separate steps which seems bad but multiselection actually still works. You might have to set these clicks steps to SimulateRealClick=true however:
http://www.telerik.com/automated-testing-tools/blog/stoil-stoichev/12-09-04/regular-vs-simulated-clicks.aspx

Alternatively you can do this through code:
http://www.telerik.com/automated-testing-tools/support/documentation/user-guide/troubleshooting_guide/test-execution-problems/invoke-blind-keyboard-typing.aspx

Let me know if you have additional questions on this.

Kind regards,
Stoich
the Telerik team