so i would have to bring each instrument i played in reason to AA and then edit them?
Yep - it's called mixing.
You seem to be looking for shortcuts here, but there's really no way around it: you just gotta take your time and learn how to do this stuff. There's a ton of online reading you can do about compression to help learn how to use it. Ditto for eq/mix techniques/etc.
Compression is also frequently applied to the mix bus (mixdown), but your first step is to bring your tracks into the multitrack and work on getting them to all sound good together.
That will probably mean some compression and eq. But it will also mean getting a good arrangement and some good-sounding samples to begin with. Just because they're available in Reason doesn't mean they're automatically "good". It's really easy to make some awful-sounding crap using those programs. It all depends on how you put it all togther.
Chris