Toggling the "Include in Compile" checkbox on multiple Scrivener documents at a time isn't easy like it is for changing Labels. Here's a quick workaround for you.
A step-by-step process for formatting with Vellum, including a cool trick to compile only one Scrivener file for both ebook and print book formats.
Understanding and using the Scrivener Compile functionality.
A step-by-step guide for formatting Chapter Headings in Word after compiling from Scrivener.