Options:
get a good crimping set to crimp power carrying wires;
similarly, crimp your own smaller, signal wires to the metal connectors and insert them into multi-way shells. Caveat: fiddly work.
Crimping done well is quite reliable.
Otherwise, if just prototyping, use the breadboard for non-power connections, and connect power wires to screw terminals if available on the device needing power. As long as the Arduino board is not the source of that power.