You have to power each of them separately from 5V [ie, in parallel].
If you want to analyze the sound signals, then the signal from each board should go
into a separate A/D channel. However, the Arduino A/D probably isn't fast enough
to analyze normal audio signals, especially as you only have 2KB RAM to work with.
If you use the DO digital output of the modules, then you can hook them into separate
digital I/O pins on the Arduino, to simply detect yes/no on presence of sounds.
Sorry for the extra question which should be simple but how would connect them in parallel?