Why does he behaves like this?

Quietsch:
Connected to the computer it shows me all the values i send...

The 4 Servos are connected to a DC Wall Adapter with 5V, while the Arduino runs from the USB port. The ground of both are connected...

The Servos got some noise if they are running they are a little jittering...

So have you checked via print statements that the point where the servo position is set is really getting run, and that your code is setting it to the position you think you are?

jitter and electrical noise are not the same. Jitter is a correct signal, but inconsistent timing, as opposed to spikes that shouldn't be there at all (for example, the starting and stopping of inductive loads can put spikes onto the power supply rail, sometimes large enough to reset or crash other things powered from it - though it sounds like this isn't happening here, since you report that it doesn't stop printing debug output).