First of all, create any two objects (you can create more than two too), for this tutorial I am going to use two rectangles.

Now, select both objects, open Fill and Stroke window (right click -> Fill and Stroke) and choose linear gradient.

Choose any gradient of your choice and close this window, this would result in something like

Now select both objects and choose “Gradient Tool” from the left tool bar

Drag from corner of one object to the opposing corner of other object

Hurray! you have successfully created a gradient spanning multiple objects. You can use same technique on different type of and different number of objects. Have fun.