Typically when the you select a Product to add to a Quote, Order or Invoice clicking on the Product will add this to the sales document and close the Product window. There is an option available to prevent this window from closing automatically and this allows you to add more than one Product at a time.

There is a tickbox on the Product selection pop-up window which keeps the window open:

If you want this setting to be turned on by default, this can be done by going to Settings > Additional Settings > Product Settings and enabling the following option