Yes, you can do this in the Windows version.
HOWEVER, THERE IS THE FOLLOWING PROBLEM:
If you multi-select tasks and use the Properties pane to assign contexts, any differences between the two tasks' existing contexts will be lost.
EXPLANATION:
Suppose I have two tasks, Task_A and Task_B.
I want to add context @Urgent to both of them.
Task_A already has a context assigned, @Home.
Task_B has no contexts assigned yet.
If I multi-select Task_A and Task_B, and try to assign them the @Urgent context in the Properties pane, both Task_A and Task_B will get both the @Urgent context, BUT... Task_B is forced to pick up the @Home context. Or, if you un-select @Home, it will disappear from Task_A, too.
This is decidedly un-elegant. Most professional-grade programs would have a grey check-mark (or something) to indicate that *some* of the tasks have the context, but not all of them do.
A work-around is to assign a hotkey to the context @Urgent, but this is cumbersome and can be impractical.
There are many cases where one might want to select 10 tasks and assign them all a certain context, but to maintain other existing differences in the contexts.
To be honest, this has annoyed me for years. How do I submit a modification request to the programmers?
I also really wish that there was an option to not have children inherit their parent's contexts!!