Since when and was it done everywhere: applauding?

Answer

Romans already did, hence the name. Etymologically it means ‘to applaud’.

It was a form of cheering, however, which was always linked to etiquette rules: sometimes it was more appropriate to show respect and admiration by waving a cloth. In the British Parliament people prefer to shout ‘hear hear’, golfers have a silent handclap and in classical music one has to wait until the end before clapping.

In Great Britain, people increasingly replace the minute of silence with a minute of applause at moments of mourning. So it has not yet become established ‘everywhere’, but is advancing even further.