In Mac OS:

1. Add vertex using the Add tool, which looks like a + on a line.
2. Make sure you go back to the regular selection tool (arrow cursor icon) after adding the vertex
3. Hold down shift key and select a vertex to link to the new vertex.
4. Open the Selection menu and click "Link", and it will draw a line. Then deselect that pair of linked vertices if you don't want to pull it.
5. To pull a group of vertices, select them with the marquee tool, or click one vertex, then click others nearby while holding down the shift key.

Whether you hold down the shift key or some other to add consecutive selections to the current selection in Windows, I don't know.