If you just use a standard sel window (rectangle), it should. Shift + sel window, for some reason, doesn't -- only those faces completely covered by the rectangle -- not even side faces. (But, then, I'm not an expert. Wait a bit and one will answer you better 
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Edit: You can use Control + Sel Win to deselect if there are many faces to deselect (just click on individual selected face to deselect, otherwise.)
)Edit: You can use Control + Sel Win to deselect if there are many faces to deselect (just click on individual selected face to deselect, otherwise.)