Multiple devices on the i2c interface

It seems most flight controllers have just one i2c interface. In my previous builds I’ve used it for an external compass but if I want to add an i2c airspeed sensor and rangefinder do I simply connect all the sda and sdl connections together ?

Yes. There are breakout boards that make it neat/easy.
When running multiple devices you need to think about power requirements: you may need to feed additional 5v to the devices, as the I2C bus is very limited

I2C is a network. You can have multiple devices BUT they all need a unique address on the bus. Early-on many people wanted to put extra compass modules on Ardupilot but found they did not work because all the units being sold used the same address.

So check or if they don’t work see if you can re-address.