How to select multiple tiles with proper alignment?

When selecting multiple tiles together like the house in the above image, a gap if formed between pixels when placed on the map:
How to select them so that the house is properly displayed?

Your tiles are already selected correctly, the problem is that your map has a larger tile size than the tiles, so the tiles don’t fill the space and thus appear spaced apart.

You can either set your map’s grid size in Map > Map Properties to match your tile size, or you can set your Tileset’s tile render size to map grid to make the tiles stretch to fit. I recommend the first option.