NOTES: Cmd + E also gets the job done. That action is not shown in this video.
Be sure quick keys are enabled in Pro Tools for key command "b" to work (little "a/z" button at top right corner of Edit window).
You may selected multiple regions to do the same action.
Clicking to place the cursor on the timeline will split all the regions where you clicked on the timeline.
SHORTCUT:
Mac:
Split Regions:
b
-Cmd + E