You probably can't and, at this time of year, most plants and shrubs are going to lose their leaves soon anyway...

Its odd if they are on all the plants, as different caterpillars have different food plants. It was a very late season for butterflies this year and they seem to be laying their eggs much later than usual. As Moongrower says the damage shouldn't be serious at this time of year as we are so near the end of the season - if you leave them you will be helping next years butterflies, which are in decline. My kale has been very badly attacked, much later than normal but the worst seems to be over now. Would be interested to know which plants are suffering?

Have you actually seen caterpillars? As Steragram says, its unusual for a wide range of plants to be attacked by caterpillars, they're usually specific to particular plants. Sure its not down to slug and snail damage, or at least some of it? More information please, like what plants, what do the caterpillars look like, photo if possible of the damage...

Good points by Bamboo and Stera., are they actually caterpillars? I've not seen any in a while now.

Thank you every body, I have uploaded photos on my blog ! I think. I am new to this hope you can see the photos

The caterpillars on the roses are rose sawfly larvae (arge pagana) I still don't think there is anything you can do about them at this time of year. The holes in the leaves of other plants were not made by these larvae though as they are rose specific. Look more like slug damage to me.

Oh Thankyou very much

You're welcome

As far as the caterpillars when you have nothing better to do pick them off by hand. This way there will be no pupae to overwinter.