How to make a composite shot using multiple sequential clips?

CloudMonkey Posts: 11 Just Starting Out*

Newbie question. Say I have sequential 3 clips on the timeline. I want to apply some effects to all 3 of them together as a whole long shot. FWIW I'm playing around with split screen. How do I do that? I can't figure out how to make a new composite shot with more than one clip all at once. When working on a composite shot, I can't figure out how to add another clip sequentially to the end of it. Thanks