Unable to build multiple targets

### Brief Issue Summary

I often want to build multiple targets, but it does not seem possible to select more than one.

Selecting `all` might take too much time, so the alternative is to build first one target, then the second one, ... which is not ideal for two reason.

The first is that the developer has to wait until one build job finishes, and then start the next one.
The second one, is that on a sufficiently powerful machine, two or more targets can be build in parallel, while triggering them one by one this nevers happens.

One could create dummy targets that build exactly the targets one is interested in, but it is not a very practical solution.

### CMake Tools Diagnostics

_No response_

### Debug Log

_No response_

### Additional Information

_No response_

No files, tests, or entry points are named. Start by tracing how CMake Tools discovers and selects build targets, then determine how a multi-target request could avoid the special `all` target and run selected targets in parallel. Done means users can select multiple targets and trigger one build operation for them without creating dummy targets.

Written by the indexing model from the issue text.