Arduino Mega 2560 PWM Pins

And it has motor driver that uses 4 PWM pins

Is it driving 4 motors? If not, it doesn't need 4 PWM pins.

4 x PING ultra sound sensor, each needs 2 PWM pins

Which sensors are you talking about? The Ping page on the playground indicates that the PING sensor needs one pin for input, and that it doesn't need to be a PWM pin.

Now I want attach a stepper motor driver, he needs all so 4 PWM pins.

Again, which one? The stepper motor driver I use doesn't need any PWM pins, let alone 4 of them.