I would like to include the same protection options and custom dialogs in all my applications. Can I apply the same settings to all my applications?

Yes, to do so just save a project file with all the protection options and your customized messages. After that you just load your project file and change the name of the file to protect.

Another alternative is that you have a common project file and use it to protect different applications from the command line. Example:

WinLicense.exe /protect MyGlobalProjectFile.tmd /inputfile Application1.exe /outputfile Application1_protected.exe

WinLicense.exe /protect MyGlobalProjectFile.tmd /inputfile Application2.exe /outputfile Application2_protected.exe