You can already do this today from Playlist, but I presume you really want to drop from an external file manager. That will be attempted sometime in 2020 but no promises. You can, however, drag multiple from file manager to Playlist, and then drag one or more from Playlist to Timeline in v20.02. Whatever other tool you are showing is NOT doing drag-n-drop from the file manager! It says in the UI “Project Media / Imported Media” which is analogous to Shotcut’s Playlist.
add per “scene” export
This is available today using Playlist. You should be using Playlist instead of Timeline if this is what you intend to do. It is not required to use Timeline in Shotcut. Some have argued for the need to see a waveform while editing. That is a valid argument. So, today for that, instead of using Playlist as a project media bin/folder, remove all, for each desired Timeline clip: select, Copy, + in Playlist. Then, in Export > From choose Each Playlist Item.