I think you have to report this and assume your school will too. But I agree you should talk to your counselor. Ask for advice on how to write about it, assuming it will be reported. Come with a draft response that is as short and straightforward as possible and demonstrates that you take responsibility for your mistake and won’t repeat it.
This step is important because it will demonstrate maturity to your counselor, and that is likely to be reflected in what they say about you in the recommendation they write and, possibly, in how they report the incident.
The good news is I doubt this is something that would result in a negative admission outcome, especially if you handle this part
with maturity and grace.
Good luck!
ETA - you asked if you should report this to all colleges. I would only report it to those that ask about it. Many don’t (but maybe all of yours do?). This is also a good question to discuss with your counselor. Will the school report this to colleges that do not ask/should you do so?