File -> File Info. This same information will appear in the proper place in any PDFs you export.
As for 'evey document', well no. The message you refer to clearly states it's only necessary to enter it in the one document that is your Style source.
Forgive my ignorance, but I don't know what the Style Source is. Is it the first document in the book perhaps?
The Style source is the document that has been selected in the book panel. It usually is the first doument, but it could be any of the documents of the book. In the screen shot, the first document is the style source, as noted by the icon at the left of the document name.
You can change the style source by clicking on the blank icon next to the name.
Perfect!! Thank you!