I have only some lakes in my map. I would like to collect all of them to a reservoir. What is a good way to move the stagnant and murky water?
Tunnels. dig tunnels to drain them all into an underground cistern. You have two concerns here, pressure and stagnancy. Pressure can be stopped using a diagonal gap, the way I fix stagnant water is with a pump, but the wiki page says that mixing it with clean water will also work.
I would suggest a system where one joins all the pipes together, then passes the water through a diagonal gap to a pump. The pump can be powered by a dwarf, or a waterwheel. If you put the waterwheel after the pump in the water's path then you can start draining the pools by telling a dwarf to pump, and then it will be self sustaining, until it runs out of water. After it stops though it won't start up by itself, so you won't have to worry about random fortress flooding when you aren't on the lookout for it.
My suggestion would look like this:
z+0: OOOOOOOOOOO O OOOOOOOOO OO OO -> to cistern OOOOOOOOOOO z+1 OOOOOOOOOOO O_OO*--*OOO OO_%%_===OO OOO OOOOOOO ^ L_ Corridor from the fort for starter access.
Where the Os are solid walls, the blank spaces are tunnels, the %% is the pump, which is facing east(right), the _ are channels, the === is a waterwheel, built over channels, the * are gear assemblies, and the -- are axles. The little gap in the upper left corner is the tunnel coming in from your pools. I have drawn it as though it were full of empty space, but digging it out of up-down stairs is likely much easier and will not impede the water in any way.
There is one other thing you will want to be aware of, although I am not sure how much it affect the current version. Once water has passed through your tunnels they will have muddy ground, and in some circumstances will start growing things, including trees. To avoid the mess of plants growing in your pipes, consider digging all the water channels with up stairs instead of just floor. (As long as you don't dig any down stairs, up-down stairs, or channels in the tiles above these tunnels the ceiling will remain intact.)
Edit: One thing I forgot to mention is that an important consideration in laying out your tunnels is that long horizontal channels are bad in two ways.
They slow down water movement.
They lose water to evaporation more readily.
This means that your cistern should be close to your purifier, and that you should build both of them close to the center of your water collections. Also, joining tunnels together early could potentially help with evaporation issues.