So this part is up to you. I've done this in the past, but don't do so if you're not feeling comfortable.
You only need one ESC to supply power to your Naze32, so you could remove the power and ground (red and brown) wires from the pair of three wires (yellow, red, brown) on your ESCs. This will save you weight but will be more difficult. You can leave all wires on just like they are and be just fine. If you do this you will have to remove the middle wire from 3 of the 4 connectors so only one supplies the 5v power to the Naze32.
Here's a very good post on connecting the ESC wires to your Naze32
http://forum.hobbyrc.co.uk/default.aspx?g=posts&m=7#post7. In this method they removed the power wire from 3 of the 4 ESCs (red wire) before connecting to the the Naze32. I go one step further and completely unsolder all BUT the signal (yellow wire in your case) from the ESCs.
I would probably recommend the method in the link above for you at this moment. You can always go back later and remove wires if desired. This is what I do for my builds though. The ESCs I run don't have a BEC, but the process is essentially the same, I just get my power supplied by a voltage regulator.
If I was building your quad, and I wanted to use my method, I would remove the power and ground wires from ESCs 1, 2, and 3 while leaving ESC 4 (front left) with all three wires. The header pins on my FC would be soldered like this:
The Naze doesn't care which slots it receives it's power and ground from, just as long as power is only applied to one pin. The way the Naze is setup, the pins closest to the center (and are also square) are for your signal wires. The middle row of pins is for your power, and the outer most row is for your ground. As you can see, each column is numbered 1-6, each one with a signal, power, and ground pin.
I solder a signal wire only to pins 1, 2, 3, and 4. My power gets connected at column 5 middle pin, and ground at column 6 outer pin. Since your ESCs have three wires going to each connector, and we removed two of those wires from each connector, we are left with two empty spots for wires to get inserted. What I do is remove the signal wires from the black plastic connector on ESCs 2 and 3, I then place them in the correct order on ESC 1. This way I only have one connector to worry about for those three motors. Check, double check, etc, that you have the wires connected in the right order. M1 is right read and connects to the #1 pin on the Naze, M2 is front right and connects to #2 on the Naze, M3 is left rear and connects to #3 on the Naze.
Now that those three wires are connected you just need to plug in your ESC for motor 4 to supply the ESC signal, 5v power, and ground to the Naze. The yellow (signal) wire will connect to the signal pin on #4 on the Naze, the red (power) wire will connect to the power (middle) pin on #5 on the Naze, and the brown (ground) wire will connect to the ground (outer) pin on #6 on the Naze. That should be it for your ESC wiring.