Hi!
1. I have to connect each ldd Board whith the power supply. One channel must be wirred to step down regulator.
Not exactly, you can't connect 34 and 26 V to a board without cut PCB trace. As you can see in the image above there only one black connector to connect the power supply.
What you should make is use 1 LDD board to all channels 4 with step down between the black connector and power supply.
So will left 1 LDD in this board to connect a channel at 34V. As there no black connector for this you should cut the PCB trace that goes to V+ in this LDD and solder the wire with 34V directly on PCB.
2. I have to wire all the ground signals from ldd boards in one wire and connect it to arduino's ground
Yes.
3. I have to to wire the same colors from each led in one wire and connect it to each arduino's color signal.
Yes, if you are talking about connect PWM signal from LDD board in parallel.
It's a lttle bit confusing to me. Some suggest to put a 10k resistor in each color signal. I think tha i need a simple diagram, even handwritten. I suppose that i'll need to wire them in pcb Board cause i'll need the ground signal for the other functions.....
This resistor is called PULL DOWN but some LDD board have it in SMD on bottom side like this (R1 to R5):
You have to check in your LDD board.
If it haven't you can put the resistor next of Arduino PWM connector between GND and PWM pin. The schematic is like this:
Only to remember V-, GND and GROUND are same thing.
Best regards.