ESC power supply

RobertEagle:
Get it regarding the pins.

The ESC is a Roxxy BL Control 710: http://www.robbe.de/roxxy-blcontrol-710.html and here's a picture regarding the ESC info:

This means that I can connect it at 5V?

???, It means you can use the ESC's BEC +5vdc wire to power the arduino via it's 5V pin (and ground pin), regardless of what the battery voltage you are using. A BEC is basically a built in +5vdc voltage regulator.

PS: There were some topics saying that the number of cells of the battery dictates the signal voltage. (for each cell/1.2v) Is that true?

No, the ESC's PPM control signal input will be a logic level PPM digital control input signal, normally using the same logic level voltage that the arduino outputs, 0-+5vdc, regardless of the actually battery voltage.
Lefty