Which Connection ?

[Jonathan]

With bipolar wiring you still use all the wires, by putting the coils in series or parallel. Parallel is almost invariably the better option, so don't start cutting them off! Consult the diagrams in the motor datasheet.
If using shielded wire the shielding goes round all 4 cores, and no you never 'go into' the motor as dismantling it generally demagnetizes the rotor, which drastically reduces the torque output.

4-core CY shielded cable is commonly used. Connect the shielding to earth at just the driver end. You only really need connectors if you're planning on swapping motors/drivers round, but people often include them anyway.