You can't, but you can create multiple rules using the same motion sensor with different devices and basically accomplish the same thing.
I actually attempted to do this same thing over the weekend. I have multiple lights I want to turn on when motion (but I don't want to set a rule for every device) I just want "When motion is detected, Run A Scene." I wonder why thing doesn't exist. Looks like a great idea for the ideas!
It existed in Version 1. They also had the ability to take multiple items and associate them as a GROUP such as all of your lights or all of your cameras could be grouped together so that if something happened, turn on the group. Now if there are 10 lights or 10 cameras you need 10 or more rules, They keep promising and we keep hoping.