EFfects are added to layers in the comp, not clips in the project window. Unless you already have them all in a comp and could use this comp as a layer in another comp, you will have to apply the effect individually with whatever means you deem best Like saving a preset and applying it or usi gcopy&paste.
It's not possible to add one effect to all layers at once?
You can add an adjustment layer which will affect every layer beneath it. Just add your adjustment layer and apply unsharp mask to that.