select all the clips to which you wish to apply an effect then, either
drag and drop the effect from the effects tab onto one of those selected clips and it will apply to all the selected clips
or
select the effect from the Effects menu > Video Filters submenu, and it will apply to all selected clips
another method is to apply the effect to a single clip, adjust effect controls as appropriate, then:
as above, select all the other clips to which you wish to apply it, then drag the effect from the filters tab (in the viewer) of that first clip, and drop it onto th eother selected clips to apply to all
or, with the effected clip selected, press Cmd-C to copy, then select the other clips and press Opt-V to "paste attributes", select the "Filters" checkbox from the paste attributes dialog and click OK to add all the filters from that first clip to the selected clips