What can I do to help myslef if I have arthritis in the knee, shoulder, elbows, and wrists?

See your doctor. You could have a host of issues that could cause your arthritic pain, could be bursitis, tendonitis, arthritis, ligament issues, meniscal injury, sciatica etc. So you may want to see an orthopedic pain specialist that can tell you what is going and help you with the latest treatments or exercise therapies available. You could consider PRP or even stem cell therapies as well.
Symptomatic care. Those are lot of joints affected. Depending on your age, severity of arthritis, and type of arthritis, treatment varies. What you can do for yourself is modify activities that cause pain, take anti-inflammatory medications as needed, ice your joints, or use moist heat if they are stiff, and make sure to maintain strength. If pain is not managed with these measures, see your orthopedist or rheumatologist for more options.
Depends on the kind. There are many different types of arthritis with different causes. In order to know what would be effective in your case you have to know what kind of arthritis you have.