Welcome to the forum.
Take a look in the ‘How To’ section of this website. It has useful information on how to connect everything up. Most ESCs include what is called a BEC or battery eliminator circuit which steps the motor battery voltage down to a suitable level for the receiver. The control lead from the receiver to the ESC carries the power to the receiver.
Best of luck with your new hobby. Plenty of support available here if you need advice.