As Allan said, you should adjust Building Locations before creating your walls but if you already have them drawn and need to change them, you have to change the floor you are working on 'manually' but can reset other related floor location 'elevations' in Building Locations. The program will not automatically increase or decrease Building Location settings.
You can speed up the adjustments by selecting a 1st floor exterior wall, then right click and choose 'Select All Similar'. This should select all exterior walls (assuming they are similar) and in right click Properties change the walls to 10'. Then select one interior wall / right click / select all similar and change the interior walls to 10'. You don't have to adjust them one at a time . (make sure to turn off other floors in View Manager or Select All Similar will select them too)
Then doing as Allan said, just raise the 2nd floor by adjusting the Bldg Locations heights for that floor.
If you wanted to change wall types (siding to brick), you can do Select All Similar and then right click / Replace . Just choose the Brick type wall.