How do I apply materials to instances (alt+d) objects simultaneously? I have applied materials simultaneously to individual objects with ctrl+l / materials, but the ald+d objects do not allow or show the applied materials.  How do I apply a material, as I cannot even apply it to one? except the shift+d objects.
To add materials go as you would for other objects. Material properties/new or brows.
The material of a Alt D object is always linked by data until you change it under the material properties shown in the image below to object. 
Thank you Robin!