No, do not do this, the pull-up should be wired to the Arduino 5V, and this should be the supply powering the sensors too - using different supplies is a recipe for phantom-powering or damaged components. A 4k7 pullup can only ask 1mA, that's not a large load even if you have several of them!!!
Make sure every sensor has a decoupling capacitor between Vcc and ground. With a large breadboard setup I'd worry about wiring integrity - recheck every connection.
Thanks for help 
I already lowered the resistance, and worked.
But in next projects will be a must have the decoupling capacitors.
Thanks for the warning, but for other components (For example other modules, motors etc..) i can have external supply's right? or its recommended to supply everything from one power supply ?
Ideally everything should be fed from the same 5V supply. That way all 5V and all grounds will be tied up correctly.
I think the arduino board's 5V pin can also be used to power it via an external supply (or you can use its USB) port for this purpose - the 5V being taken from the same supply that's being used to power the other circuits.
Just ensure the external 5V supply is properly regulated and does not exceed 5V else there is risk of damaging the arduino board.
Roger.
Yes it can.
For other voltages (12v etc..) we should use relays or other ics rigth?
Thanks
The idea is that there is one supply giving the different voltages - so there is only one ground. The 5V can de derived by using the 12V as input to a 7805 or other such regulator
Perfect, Thanks