Hi Jeremiah @JerryDoes3D , a timestamp would have been nice, so we don’t have to search the entire video.
But, if you mean Applying the Modifiers for all Selected Objects, you can hold ALT while clicking Apply (in the dropdown of the Modifier). If the ALT Key doesn’t work, you may have Emulate 3 Button Mouse enabled, or your OS or another piuece of software is overriding the ALT Key. In this case, you can also go to Object > Convert > Mesh. This will Apply all Modifiers on all Selected Objects.
If, however you mean you Added the Modifier, then you could use CTRL+L > Copy Modifiers, will will Add the Modifiers of the Active Object to all Selected Objects. (Deleting any other Modifiers that might have been on the other Selected Objects).
In this case, however, it is better to use CTRL+J to Join the Selected Objects into 1 Object (the Active one) and that will automatically get the Array Modifier to all circles (because they are now 1 Object). You will have to Join them into 1 Object anyway, because you cannot connect two Meshes (Fiiling in between the Circles), that belong to separate Objects.
You probably got into this situation in the first place, because you Added the 2nd, 3rd,…Circles in Object Mode. (Rookie mistake, but a good one to make, because this is how you learn!)