You want to power such things directly from an external supply, which might or might not also power Vin (or barrel jack) on the Arduino.
What you really should not do is power any motors or servos from the Arduino 5V pin.
Im sorry for my bad explanation.
I know, this pin work more like an output. I already make a project with a Dc Motor with my Arduino Uno. But now i´m going to use these Dc Motor with a Mp3 Shield from Sparkfun, and maybe with a servo too, and all of that have to response to a LDR. Because of that, im wondering if its really possible power externally the Arduino Uno with so many devices like those, or the way to make it, if its possible, without smoke it.
The last time the motor circuitry was composed of a diode, a resistor and a transistor.
Thank you very much, im a totally moron in electronics.