Sizing the wire

If I splices multiple wires to one single wire, do the single wire have to be bigger size than the multiple wires to supply the desired voltage or sensor ground?

Depends on the overall amperage of all the individual wires.

For sensor ground etc.you can stick with one wire size as the amperage will be very small.

But lets say you want to supply ignition coils or other higher current users, the main feed wire should be big enough to support all individual users.

So that you mean for example:

If we have 6 injectors each of them producing 4 or 5 amps. what’s the proper wire size it can handle these amps..?

4 * 6 = 24 amps !

Is it correct...?

Injectors only draw current in a very short time span. So, no you don't need a wire which supports 25A.

For more or less continuous current draw you need to add them, though.

Just don't splice 10 22 AWG wires onto 1 22 AWG wire to feed several items is what I meant.