Servos can draw a lot of power so don't expect to be able to reliably power anything but a tiny 9g type servo from the Pi.
A servo has three wires, power (+ve), ground (-ve) and control.
You can connect the control wire directly to a Pi gpio. If you do you must also connect a Pi ground to the servo ground.
So you can connect a Pi 5V to servo power, a Pi ground to servo ground, and a Pi gpio to servo control.
You can alternatively connect an external power supply +ve to servo power, an external power supply -ve (ground) to servo ground, and a Pi gpio to servo control. In this case you must connect a Pi ground to the external power supply -ve (ground) or the servo ground (they are the same thing).
The external power supply +ve voltage is irrelevant (within reason, I wouldn't connect a 100V power supply for instance). 9V will be fine.
A video clip showing the Raspberry Pi providing control signals to battery powered servos. Note, the battery pack I was using will only provide enough servo power for a few minutes.