Thru means drill all the way through the material, the "All" I believe means for 'all' holes that are marked with the same symbol.
"0.201 Thru 1/4-20 UNC - 2B x 0.510" tells you to drill a .201" hole all the way 'Thru' and tap it for 1/4-20 UNC. I'm not sure what the 2B means, but the .510" is the depth of the thread. You don't have to be exact here, just thread enough for the bolt that you're using - too much thread won't hurt.
A 1/4"-20NC tap is for 1/4" bolts with 20 Threads per Inch (TPI). Unless you have a set of numbered drill bits (#7 = .201) you can use a 13/64" bit for these holes too.
I can clarify the "2B". That's a Class of thread. Image a machine shop building a close tolerance engine block and head assembly. This type of assembly would specify a Class 3B thread. Basically, class three is a precision thread while a class 2b is a medium precision version. Class 1B is seldom used in my circle of life.