There are several ways to do this, depending on your needs.

One way is to put all the events on the same video track and apply the effect to the entire track. In the track header at the left there is a little "node-rectangle-node" icon (the normal "FX" icon) you can click to apply an effect to the entire track. This is a good way to do it because if you want to tweak the setting for the effect that one icon affects all events. However, if you only want it to apply the effect to some events but not all, this won't work for you. (Note: There is also an FX icon in the preview window that can be used to apply the effect to the entire project.)

Another way is to create a "preset" of the exact settings you want for the events. For example, assume you want to apply the same "brightness and contrast" correction to a bunch of photos. Select one of the photos and apply the Brightness and Contrast effect, and adjust the settings as needed. Now, in the FX window at the top you will see something like "Preset: (Untitled)". Type in a new name for your preset -- even something like "Temp" -- then click the little floppy disk icon to save it. Now REMOVE the effect from this photo and close the FX window (or else this photo will get a double-dose of the effect when you select this photo with all the others when applying the preset to all).

Now click on your Video FX tab and click on the Brightness and Contrast item. If you look through the preset pictures at the right (all those "eyes") you will find the new preset you just created.

Select all the events you want to apply the effect to and then drag and drop your new FX preset onto any one of the items in the selection. It will be applied to all.

HOWEVER... when you drop the FX on one of the photos, the FX dialog window opens: do not make any changes here because these last-minute changes will apply only to the current photo -- not all the other photos. To avoid having the FX dialog window open when dragging and dropping an FX onto an event, simply hold the SHIFT key in when you drag and drop. The preset will be applied as is, without opening the FX dialog.

(To select multiple events: click the first item, then Ctrl-click each additional event. If all the events are all in a row on the same track, you can click the first one then Shift-click the last one, and all events in between will also be selected.)

The drawback to applying the preset to all the individual photos is that there's no way to modify the settings for all the events at the same time. Once you drag and drop, each event gets its own copy of the settings. To make changes, or to remove the effect, you will have to work with each event individually. So make sure you get the preset right before you apply it. (Changing the preset values later in the FX dialog window will not update the events that already have that preset applied.)