I have a lot of files compressed with gzip in several directories. How can I uncompress them all at once?

You have to recursively travel through the diretories an apply the appropriate uncompress command to each file. The UNIX find utility is very handy in this case:

find . -name "*.gz" -ls -exec gunzip {} \;

finds all files with a name ending in .gz starting from the current directory, lists them, and applies gunzip to them which replaces the files by their uncompressed versions.