Hi MP3test
I hope you haven't bought the motors yet, because they are not a good choice. At 5 volts, they will draw about 125 milliamps, which is way, way above the 50 mA limit of the Arduino. They are also 4 wire, which means they need to be driven by H-switches, so the current flow can be reversed through the coil.
Regarding the diode, you need one across each winding that you drive. I'll see if I can find a schematic that shows how to install them.
I saw an a good choice for the steppers when I Googled something like "stepper motor speedometer GM"... and found 5 for $15?$20?..
If I get a chance I'll see if I can find it again.
TTFN,
Dennis