you can set the properties of cells in multiple sheets by selecting the first sheet and then Shift+Click the last sheet. Next, select the cells and apply the format and/or property. Since cell properties default to "Locked", you probably want to use this approach to unlock the cells that should be editable when the sheet is protected.
In order for the protection to work, though, you must use the Protect Sheet command on each sheet in turn. This can be done manually or you could use a VBA macro that speeds this up.
Sub test() For Each ws In ThisWorkbook.Worksheets ws.Protect DrawingObjects:=True, Contents:=True, Scenarios:=True Next ws End Sub