A common misunderstanding is that if you put something online without a license text to accompany it, anyone is free to do with it whatever they want. This isn't true.
Whatever you create is copyrighted to you, and can't be re-used without receiving a license from you allowing them to do so. Claims like "all rights reserved", icons like ©, etc. don't mean much: they are all already implied for anything that doesn't have additional license terms.
So where many think that if something doesn't come with a license you may pretty much do anything with it, the truth it that if something doesn't come with a license you may pretty much do nothing with it.
Of things you own the copyright on, you can do pretty much whatever you want. You may release it under an additional license, or you may stop distributing it under some license - though many (all?) open source license don't allow you to revoke a license. That means people who already obtained the software under those licenses retain the right to use it under such a license.
Long story short, it is generally enough to just add a licence text file, and add a license header in every file the license applies to.