When you change the selection mode to multi selection, then it will return List of that entity being selected.

In your case, it will return List of Features. 

Your microflow should accept a List of Features as Parameter, then you can iterate over each Feature, do your processing and then prepare the report.

When looking at your microflow image, I dont see any parameter. But you have create activity that creates features.

How are you creating Feature, without the selected one and why do you want to create even? Are you using non-persistable entity?

I am not sure what you are trying to do:

1. If you want to create individual report of items that is selected
   1. Then you can select the list of records, pass it on to microflow
   2. Then iterate over each record, create the report, which can be downloaded later
2. If you want to create one report of all items that is selected
   1. Then you must create a NPE
   2. Link all the selected item to that NPE
   3. Pass that NPE to the document template
   4. Within the template, have a grid to show the items linked with NPE