even if it's running on higher current? what will happen if the motor will consume a lot of current in a peak?
Peaks in current can be absorbed by capacitors near the servo. Apart from that just have a PSU large enough to do both Arduino and servo.
does that mean like a protocol which i will program myself?
Probably, I don't know offhand of a simple protocol available although this problem pops up here about 5 times a week 
so there may be.
It's pretty simple though, something like PC sends <123>, Ard receives that and sets the servo to 123 degress or whatever. Ard responds with say for OK or for error. Or maybe returns the value from the encoder as a check (after a predetermined amount of time for the servo to get there).
The <> chars are just to delimit the frame so each end can know they are in sync with the other end and also provide a tiny amount of error detection.
If the application is important then maybe some error checking on the data, and failsafes like the Arduino centres the servo if no orders for x seconds etc.
Rob