Highlight them and right click on the routing button and choose the destination track. It will make the connections, but you'll still have to set them up individually unless you set the defaults to what you want in preferences first (prefs/project/send defaults). You can also use the cue buss generator to save time if you don't have the buss created. I find it's faster to do that, copy the fx chain and delete the old track, most of the time.