How to add Data with different projection in one map?

Hello,
my task/challenge :) is to get together different Data (wind turbine positions) from different german areas (Bundesländer-counties). I got them in different formats and don t know really with which I should start, which coordinate system (or projection?) my data frame should have?
Which data do I have to transform in what? I am a bit confused where to start, what makes the most sense?

It is important, that they are in the very correct position in my arcMap, as I have to do calculation later on (make calculations with them,f.e. distance from peoples adress from a survey to renewable energys and so on...).


Basic data:
zip code Data:
-in the coordinate system WGS84 (EPSG:4326)
Bundesland data:
-WGS84 Format
-the survey adress data which are generated with a geocodetool which is based on googlemaps --> (EPSG 3857)
WGS84 Web Mercator (Auxiliary Sphere)

Wind turbine data:

Data in excel with coordinates
- SRID=31468 (EPSG-Code), d.h. in DHDN, Gauß-Krüger, Zone 4 (rechtswert/hochwert)
-ETRS 1989 UTM Zone 32N
-WGS_1984_UTM_Zone_32N
-GPS Data

shape files including following .prj-files:
-DHDN_3_Degree_Gauss_Zone_4 (.prj)
-ETRS89_UTM_Zone33_BB_7 (.prj)
-DHDN_3_Degree_Gauss_Zone_3 (.prj)

-KMZ Data – google earth: wgs84 datum. (EPSG: 4326)



Where to start Where to end?
I am very happy for any advise!!!

Cheers!