"For each (Integer A) from 1 to 12" means that Integer A will take the values 1, 2, 3, ..., 12 every time the event fires. Effectively this means that the Loop - Actions will look like this when they are fired.
Player - Add (100 x (Number of units in (Units owned by (Player((1))) of type Farm))) to (Player((Integer A))) Current gold
Player - Add (100 x (Number of units in (Units owned by (Player((2))) of type Farm))) to (Player((Integer A))) Current gold
Player - Add (100 x (Number of units in (Units owned by (Player((3))) of type Farm))) to (Player((Integer A))) Current gold
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Player - Add (100 x (Number of units in (Units owned by (Player((12))) of type Farm))) to (Player((Integer A))) Current gold
In other words the action in Loop - Actions will run once for each value that Integer A takes. So YES, this will affect all players from 1 to 12. And this is how you loop actions. There is no other way to loop actions in GUI triggers except these "For Each" actions.