How can I power four devices each having different working amperages?
You are correct.  As long as the sum of the currents does not exceed the output capability of the 12V supply, it will work fine.  It is also good to add a little margin, as you did by selecting 6A.

Note that if you are using actual wires to connect up the various devices, there will be a different voltage drop from the source supply to each device, but with a decent wire size and your current levels, this will be negligible.  There is a voltage drop calculator here.