4 digit 7 seg LED

My 4 digit 7 seg LED has anodes for the lines and cathodes for each digit and the dots. Is my absolute only option to cycle through each digit? It that why they’re so damn bright? It’s no problem, I just want to make sure I’m doing it right.

Also, how do you set cathode pins? Like how do you switch them? In particular, when you’re using 595’s

Thanks.

Is my absolute only option to cycle through each digit?

Yes if you want them all on and all capable of displaying different numbers.

You set the anodes high one at a time with a top sided switch like a P channel FET and drag the cathodes to ground using a curent sink buffer.

that why they're so damn bright

You are putting a current limiting resistor in line with the cathodes aren't you?