For any of the toolbar buttons, including the style brush, double click them to make them active more than once (the first time you click you get a 1 icon to show the e.g. brush will only function once before reverting to the selection tool; the second click makes this icon disappear and you can then use the e.g. brush multiple times until you select another tool).
Another way is to make sure that you have the Canvas: Selection inspector in view (see below). Then you can drag and drop chits from the style tray to any of the objects in the Selection inspector to change that particular characteristic for the selection of object(s) onto which you drop it:
In the above example, I am dragging the red fill from the style tray of one of my red objects to the group of yellow filled objects. When I drop it, they will all adopt the red fill as well.