You can't add rigid body properties to all the cubes in one go, but you can copy the rigid body from one cube to all the other ones. First, give one of the cubes a rigid body and then select all the other cubes. (Make sure that the cube, which has the rigid body, is active, so highlighted in orange.) You can then copy the rigid body from that one cube by going to "Object > Rigid Body > Copy from Active".
![enter image description here](https://cdn.statically.io/img/i.sstatic.net/RHzuA.png)
If you decide later on that you want to make a change to the properties, you can make it effect all the cubes simultaneously by selecting them all, and holding down "alt" while you change one of the properties.