This is a very big question. I think you should look around the net for some basic FM guides, not only FM16. even as old as FM 12 or Fm 13 can help you in this regard. (FM is always built around same principle, AKA real life football)
Anyway, I will try to give you some tips here:
1) Playing all attack / all defend 'unit' (as you called it) team, You will need very fluid / fluid mentality. If you read that it says, (i'm paraphrasing here) in very fluid "the whole team will attack/defend blah blah blah"
2)Heavy pressing must be take into consideration of team formation. For example if you play with only 2 WB and no wingers. Opposition plays 4-4-2. How you suppose to close down opposition full back? Who is going to do it? WB? Then who is going to close down the wingers? Not every formation is good for heavy pressing.
Hence why 4-3-3 or 4-2-3-1 is very popular for closing down. They can close down a lot of different formation. Barcelona for example. 2 wingers (in 4-3-3) will close down full back. 3 MF will close down opposite 3 MFs. (if they have 4, either a CD will push up or STC will drop back). Full back marks wingers, while one CD mark lone striker and one CD cover. Similar in 4-2-3-1.
3)You also need to consider other factors when pressing. For example, You need a very high line and compact space. So each of your players can close down other players faster. This is why Barcelona plays very high. they are squeezing the space. Of course this come with danger of a lot of open space b/w your DFs and GK. You also need a fast tempo to encourage winning ball back fast. There are other stuff to consider like roles. For example, a Trequisita who just roam around looking to attack space (even when you dont have ball) will not help much in a heavy pressing team. While a Defensive forward will work his socks off to press for you.
4) You also need to factor in team attributes. Do your players have good fitness? Good work rate? Good stamina? Aggression? If a player is lazy and cant run much. They will not hold the pressing game well. (at least the intensity will drop rapidly). Again I refer back to Barcelona (during Pep days) why can they press so well? Bec they hold the ball 70% of the time. Meaning they only need to press 30% of the game. Try the reverse and there is no way you can keep up. Hence why Dortmund burnt out after 1-2 seasons of awesome performance, suffer a lot of injury and so on.
What I said above are just some examples and hopefully give you some useful thoughts and hints. Again, I would really recommend reading some comprehensive guides on FM tactics or even real life football tactics if you really want to understand the game better.
Best of luck.