Pixhawk does not provide power to the power rail of the servo connectors. This is by design. You need to do it on your own. Two classic ways are to either connect one of the ESCs if they provide power (e.g. you have the red wire coming out of an ESC), or to connect a separate voltage source (e.g. an external BEC powerful enough for servos).
There are two types of ESCs, the ones that provide power by their own BEC (they come with a red wire), and the ones that don’t (typically without a red wire).
If you have many same-type ESCs, it is typically OK to connect all their power lines together (i.e. not cutting any wires), but in general it is recommended to retain only one.
(You know, it’s difficult to give advice when not really understanding the knowledge level on the other side. I am telling things that are kind of obvious, but I am not sure whether they are obvious to you).