If you want to get a section of the sequence's audio as a single clip, you can select the sequence in the clip bin (left of the preview by default) (see the left-most "Sequences" tab), right click, and select "Save Sequence Audio as New File" (Alternatively, it's also available under the "Clip" menu item).
If you want to keep all the clips together, but still separate, then c_major's way of grouping the clips is better. In this case there is no way of "Globally" editing the clips, but if you have more than 1 selected, the effects dialog has "Append effect chain to other selected clips" and "Replace effect chain in other selected clips" which can be used to apply the current effects to all selected clips.