Sorry, but initiative rolls can't be run on multiple tokens, only one at a time.
As a GM, you can highlight and "Add a Turn" to get them on the Turn Order, but they'll all enter with a zero value.
Initiative is one of those macros that do extremely well as Token Actions for every player. As a token action, the token will already be selected in order to access the button, so you don't have to worry about folks using the macro without their token being selected. (which breaks the typical initiative macro)