Hello, I am planning to create a quadcopter. After all these months finally i have some components from e-bay and I am ready for to start.However, I want to ask, how do i connect the ESC with arduino? I mean where exactly am i connecting the 3 pins to the board and also the black red wire are going to 5V pin or external source or power?
You need a power supply to drive brushless motor with ESC. 3 wire connector is for BEC it supplies regulated 5v and middle wire should connected to Arduino.
Sorry i do not understand 100% this photo. The BEC Black-Red-White must be connected to my arduino. Where? Over the ICSP pin? (6pins)
Maybe like this: http://openrov.com/forum/topics/how-do-i-activate-electric-speed-controller-with-arduino ??? the middle red one is not used 
Not all ESCs are same. They may have BEC or maybe don't, sorry i should warn you before.
I think you should learn a lot more if you want to build an Arduino based quadcopter.
Mine has a tag and says BEC...