To the left there is a little fx symbol (like on the event itself). This will apply it to the entire track that you are on. If you want it on everything look at your preview window. Up top you will see that same little symbol. This one will apply it to everything you have on the timeline.
And if it's to be applied to media such as the original footage used in a multicam edit, just apply it in the project media window. The effect will then carry over to all events using that particular media source.