Adding that stuff to each component's properties one by one is cumbersome, and there doesn't seem to be a way to do it from property manager (which it should, IMO)
What kind if stuff do you want to add to each components properties?
If you wish to add a ClassName parameter to a large group of components, you can select all the components and then press F11, this will bring up the inspector, scroll down to where it says add user parameters, type in the desired class name, then in the pop-up window, type ClassName and hit ok.
If you want to make it a little easier or "bullet-proof", you can use the find similar tool to select a group of components, and then use the inspector with that selection, EG, to add a class name to all of your caps, you could right click on a cap, click find similar, set type : component/part = same, designator: C* = same, hit OK, and then add the classname in the inspector.