It is easy to move many applicants between stages by using Bulk actions.

From the Dashboard, click on "Applicants"

If you want to move all applicants in one stage then use the "Add filter" to filter out by stage name. Then click on “Bulk actions” in the top right corner and click on "Move to stage", from the drop-down you choose the desired state and hit “Move”.

You can also handpick out applicants by ticking the checkbox for each applicant. Choose “Bulk actions” and "Move to stage".