Scripts/macros can be run only on action of user (or from command line). A script/macro would not help here as command Highlight All Selected is not available as scripting or macro command.
There is no configuration option to highlight automatically all occurrences of a selected text. There is the Shift+double click feature configurable at Advanced - Configuration - Search - Advanced which can be used to get highlighted all occurrences of a word.
In case of mouse is used mainly to make a selection, a click on Highlight All Selected symbol in MAIN toolbar is the most efficient way to highlight all occurrences of the selection. The symbol is in group with all the find/replace symbols (binoculars).
In case of keyboard is used mainly to make a selection it may be better to assign a different, easier to press key to command ViewHighlightAllSelected at Advanced - Configuration - Key Mapping. You don't write assembler or HTML code and therefore nearly never need to enter character #, then assigning this command to key # might be a good idea.