Then have to figure out from where we will take the + 5V and GND. The fact is that the Arduino MEGA board has only three +5V pins and five GND pins. It is not sufficient to connect all the devices.

You can do all the corny easy - twist. Option is not the most beautiful and not the best, but if absolutely everything is bad - it is possible and so.

More acceptable way to use the connecting bus or terminal blocks WAGO.

All the wires that will be connected to this WAGO connector will have a good electrical contact.