If you want to change a particular property of a number of items, you can do this in one go as long as they are all the same kind of item.
For example, you can change the X-coordinate of a whole group of components, or the layer of several copper shapes, and so on.
To do this, hold down the Ctrl key on the keyboard whilst selecting each item to be changed (this 'adds' each one to the current selection).
Then, as long as all the selected items are the same type, you can select Properties (right-click to pop up the context menu) to open the Properties dialog and change whatever settings you need to modify. These changes will be applied to all the selected items when you press OK or Apply