what does "on all fronts" mean?

You need to to place it in a context, i.e. a sentence.
In this sentence, 'We are being attacked on all fronts' could mean (depending on its context) that you are being attacked from all sides. It does not mean this literally but metaphorically. For example, "The current national government is being attacked on all fronts" means that everyone is criticising them and for a wide range of reasons.

This is spoken, but can I use "on all fronts" like this?

You've won all the bets. Every time we bet on something whether sports or playing cards, you beat me. I'm getting murder on all fronts.

ps
Are you native speaker?

Hmm. 'I'm getting murdered on all fronts'?
What about, "I'm losing on all fronts"?
Yes, I am a native speaker.
It's an awkward expression and I personally wouldn't use it. I have, however, heard this expression used particularly in politics where there is a sense of battle and hence the war metaphor.

If you are talking about bets, it's not natural to say something like that

I'm losing on all fronts?
I've lost all the bets, I've lost at card, I've lost at video games against you. I've lost on all fronts.

thank you