Changing the current build configuration of multiple projects
There are numerous ways of changing the build configuration of the current project (for example from Debug to Release). However it is also possible to change the build configuration of multiple projects (or even all the projects in your workspace) at once.
First of all you need to select the projects that you wish to change the build configuration for in the Project Explorer view - by clicking to select the first project, then use shift-click or control-click to select additional projects as appropriate. If you want to change all projects, then you can simply use Ctrl-A to select all of them.
Note that it is important that when you select multiple projects, you should ensure that none of the selected projects are opened out - in other words, when you selected the projects, you must not have been able to see any of the files or the directory structure within them. If you do not do this, then some methods for changing the build configuration will not be available.
Once the required projects are selected, you then need to simply change the build configuration as you would do for a single project, as detailed in the FAQ How do I switch between Debug and Release builds?.