Apply the effect to sequence clips. Bin clip remains unchanged.
Or apply an effect to the bin clip, then drag that clip to the sequence. Both bin and sequence clip will reflect the effect.
To apply an effect to more than one sequence clip, select the desired clips, configure the effect, then click the 'chain' icon on the toolbar.

To become more familiar with the program, click the ? at the top-right. Press <ctrl-F> to enable a FIND box at the bottom-left.
Also check out the many tutorials.