Connect multiple modules to arduino micro
You can design/build/deploy a power supply that provides to each board (arduino included) the voltage it needs (but it's advisable to have modules working at the same voltage level) and that should be sufficient.
As long as you have a shared Vcc-to-GND reference, it's enough.

To verify that the power supply you choose is ok, do the following:


check that the modules are compatible with its voltage (ex: all at 5V)
check that the combined power consumption of each module (you get that from the datasheet) is lower than the total power output of the power supply.


Additional checks:


check that the maximum voltage ripple provided by the power supply is lower than what the modules can tolerate
check that the peak current the power supply can provide is larger than the combined peak current of all the other devices.