Is there a way to "import" the 2015 BJCP guidelines to all my previous recipes saved in Beersmith? Or, do I have to manually change it to every single recipe?
You would have to change them manually.
However, the best thing to do is just update your new recipes and rebrews, but leave the old ones as-is. This'll give you a clearer idea about what you were aiming for when you first brewed the beer. It'll also show how your beer evolves if you change it to adapt to the new guidelines.
Plus, the new guidelines contain more styles and have collapsed some older ones together. That gets tricky for a piece of software to decide for you.
If you're not already using the Brew Log function to document your brew sessions, now is a great time to start. This leaves the original recipe untouched and allows you to modify and record what you did on brew day.