What do you call selecting multiple files that aren't one after another, and how do you do it?

Non-contiguous selections.

From this AppleVis guide:

Non-contiguous selections are more complex, but quite doable. Note that the below instructions are for OS X 10.9 Mavericks or above; if you are using a version below 10.9, replace vo-command-enter with vo-command-space. Also remember that "vo" here means to hold down the control and option keys.

1. Interact with the list of files/folders.
2. Find the first item you want to select, and press vo-command-enter.
3. Now vo-up or vo-down to the next item you want. Be careful not to use the arrows by themselves, or you will de-select everything.
4. Once you are on the second item, press vo-command-enter.
5. Once you have all the items you want, perform your action - delete, copy, whatever it is, it will apply to everything you just selected.

I wonder if you could use the VO+semicolon command to lock the controll and option keys to avoid having to hold down the VO keys in order not to deselect the files you've selected so far. It may not work for this particular operation, but I feel like it would be worth a shot. Unfortunately, I don't have a Mac at the moment to test this myself.

The term you want is noncontiguous.
As for what it means, synonyms include: nonadjacent, discrete, isolated, isolate, unlinked, unconnected, removed, apart.