Is there a way to align multiple objects

When you have multiple layers selected the default method for alignment is "Selection" meaning it will algin or distribute the layers relative to eachother. This is why nothing happens because they're already exactly on top of eachother with their anchor points. On the Align Panel you can switch the mode back to Composition and then perform the desired alignment.

The reason the mode switches to Selection automatically is probably because in most cases aligning for multiple objects tends to be relative alignment rather than comp based, making it slightly faster to work with for most users.

From the looks of it you were trying to center the layers in x and y in the composition. If you haven't placed the layers in your timeline yet, the faster way to do it would be to drag your layers to the timeline window instead of your viewer. That way their positions will be center of the comp automatically.

You can also bind a keyboard shortcut to 'Transform -> Reset' which is really handy in a lot of cases but also resets rotation and scale of course.