They are not controlled through a circuit board or ESC. They have to be connected to the arduino through a motor shield or custom built circuit. They are typically the most expensive. Stepper motors can have 4, 5, 6, or 8 wires. To use them with the arduino, understanding the internal wiring is absolutely necessary. The best way to learn the internal wiring is to assume no manual exists, and "discover" the internal wiring.
A common type of servo provides position control. Commonly, servos are electrical, hydraulic or pneumatic. They operate on the principle of negative feedback, where the control input is compared to the actual position of the mechanical system as measured by some sort of transducer at the output. Any difference between the actual and wanted values (an "error signal") is amplified (and converted) and used to drive the system in the direction necessary to reduce or eliminate the error. This procedure is one widely used application of control theory. Typical servos can give a rotary (angular) or linear output.
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