When I select some components in file ".sch" and then in file ".pcb" Altium will focus them and remaining components are still diplayed normally. But I only need to display the ones I selected and remaining components should shaded, which help me to focus the selected ones clearly.
Do you instruct to change option in Altium to do this function?
Ps You can see below picture which I get from Fedevel's course "Advance pcb layout" 
This doesnt work anymore. Altium changed it. There is a work around, but it is not as good as the MASK. Have a look here it will help you: Altium – Component Placement & Probing (The New & Old Way)
If you select multiple components in PCB Inspector, Altium shows you the general space in which these selected components are present.
Downside is that it does not highlight the selections (in the PCB), so it makes the whole exercise pointless if your components are all over the place, which they mostly are.
What you can do though is to select the components one-by-one and place them together (away from the "mixed components") and then focus on the selected components clearly.
