Unfortunately I can’t help with the Python specific syntax but you don’t need to create any subclasses.
After your QListWidget is created, call setSelectionMode() with one of the multiple selection types passed in, probably QAbstractItemView::ExtendedSelection is the one you want. There are a few variations on this mode that you may want to look at.
In your slot for the itemSelectionChanged() signal, call selectedItems() to get a QList of QListWidgetItem pointers.