1st option: Windows selecting a set of profiles:
check the closest neightbour option to optimize cuts, it may be worthwhile postioning your tool first close to the first profile you like to cut, because of the check closest neighbour the algoritm will inspect which profile is closest then cuts it, when finished it goes to the next closest uncut geometry and so on.
2nd option: Manual select by chain a set of profiles:
Doubleclick (chainselect) all profiles individually in the order you want them to be machined (leave closest neighnour unchecked now!). Now edgecam will machine in the selection order.
Hope this helps