When you select a factor or covariate, all terms that include the factor or covariate are selected. If you hold down the CTRL key and click additional factors or covariates, then all terms which include all the selected factors or covariates are selected.
From the Statistical Reference Guide for Analyse-it 6.24.0: https://analyse-it.com/docs/user-guide/fit-model/linear/performing-ancova
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