There is a shortcut to do this. Go to your 'Home'-dashboard and press and hold the room which you want to set your lights to the same color. You will open the color wheel were you can drag the home symbole to the different colors and with your finger still pressing on the screen, you can select scenes or lights recipe.
The other way to do it is to open the Philips Hue app, select 'Home' and tap on the room from which you want to group lights. Select the 'color picker' icon, and tap and drag the lights on top of each other to group the lights. When done, select this color picker to set the entire room to a specific color, color temperature or light recipe, just like you can with an individual light.