There are several questions in your post, which do not seem related...
1.- How to delete all glossary entries
a.- One by one (can be tedious if you have many entries!)
b.- Simply delete the whole glossary
2.- How to bulk assign entries to a category
a.- Normally you assign an entry to a category when you create that entry (provided that you have created the categories first, of course).
b.- I suppose what your question means is that you have created the entries first, then you create categories, and you want to assign a number of entries to categories in one go. Unfortunately this is not possible from within the Moodle Glossary interface.
In conclusion I would say that it would be a very useful feature of the Glossary module to be able to multi-select a number of entries to be either deleted or assigned to categories.