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I'm using PowerPoint 2010 and trying to create an animation. In one of my slides, I've different objects with different paths. I'm trying to run all of them at once (not one after another). I know that this can be done by Effect Options -> Sequence -> All At Once.
However, when I click on Effect Options I don't see Sequence.
Does anyone know how to add it?
All at Once doesn't mean what you think it does. It's meant for SmartArt graphics, as this page notes:
The difference between All at Once and As One Object is most notable in animations where the shapes rotate or grow. With All at Once, each shape rotates or grows individually. With As One Object, the entire SmartArt graphic rotates or grows.
It's easier to understand if you see each option in action:
All at Once: 
As One Object: 
One by One: 
If you want multiple objects to be animated simultaneously, select all of them (either in the slide or Animation Pane), then select Animations tab / Timing / With Previous:
With Previous means that a given step will start simultaneously with the 'previous' one. Increase the timings of two consecutive animations in the animation pane to convince yourself, like two grow/shrink animations; you'll see them grow together, not one after another.
It's After Previous that implies sequential animations.
