There is different drills to select from in the Tools Menu. The first does remove 1 block at the time when clicking. The last ones do drill in a pattern of 2,3 and a cross of blocks, and does remove several blocks while holding the mouse button down.
The Reach of a Drill is X blocks.
So far all drill is available from start, but the advanced one will one day need to be build and maybe need some use of electricity.