How do I set Collison mask?

On start layout > set object Collison mask to > use Collison polygon

because I make lots objects on different layout, so its time tacking to change each object mask.

You set it in the animation editor.

If you want multiple objects to use the same collision mask you can use an invisible sprite. For example, attach EnemyBase sprite with a collision mask that you want to every enemy object. And change your events to detect collisions with EnemyBase.