what is the correct way to cancel multiple tasks in c#

Yeah, what you said about using a single CancellationToken is correct. You can create a single CancellationTokenSource and use its CancellationToken for all of the tasks. Your tasks should check the token regularly for cancellation.

For example:

const int NUM_TASKS = 4;

CancellationTokenSource cts = new CancellationTokenSource();
CancellationToken ct = cts.Token;

Task[] tasks = new Task[NUM_TASKS];
for (int i = 0; i < NUM_TASKS; i++)
{
    tasks[i] = Task.Factory.StartNew(() =>
    {
        while (true)
        {
            Thread.Sleep(1000);
            if (ct.IsCancellationRequested)
                break;
        }
    }, ct);
}

Task.WaitAll(tasks);

Your button can call cts.Cancel(); to cancel the tasks.

Update for question update:

There are a few ways to do what you ask. One way is to use ct.IsCancellationRequested to check cancellation without throwing, then allow your task to complete. Then Task.WaitAll(tasks) will complete when all of the tasks have been cancelled.

I’ve updated the code to reflect that change.