4 foundations of mindfulness

The four foundations of mindfulness are in the Satipatthana Sutta & Anapanasati Sutta.

The Satipatthana Sutta is merely a list of disconnected teachings and it is highly unlikely the Buddha spoke the Satipatthana Sutta in its current form.

As for the Anapanasati Sutta, it logically describes the fruition or unfolding of the four foundations of mindfulness one after eachother in terms of path fruition.

For example, when the breathing is calmed, rapture will arise. Rapture & happiness (feelings) become the predominant meditation object & replace the breathing as the primary meditation object (even though the breathing remains a secondary or anchor meditation object).

Therefore, contemplation of feelings (vedanupassana) must occur after kayanupassana (contemplation of bodies)

Every stage of the Anapanasati Sutta is practised with awareness of breathing, including contemplation of the mind (cittanupassana), as explicitly stated in the sutta.

Therefore, if the practitioner loses awareness of breathing or loses concentration, that is not the practise of anapanasati.

What this means is being vaguely of aware of all kinds of distracting thoughts & emotions is not the practise of cittanupasana.

Cittanupasana is something deeply profound & occurs with concentration (samadhi).

The 4 foundations of mindfulness according to Wikipedia:

- mindfulness of the body; 
- mindfulness of feelings or sensations (vedanā); 
- mindfulness of mind or consciousness (citta); and
- mindfulness of dhammās.

Do I do it all at the same time

No. Mindfulness means being concentrated on one thing at one moment. If you are practising "Mindfulness of Dharmas (法)", your meditation is solely rest on contemplating the Dharma. For example, you choose "Anatta" this Dharma to contemplate, any moment when your feeling (pain, comfort, cold and hot...) of the body arose, you contemplate "Anatta", i.e., the feeling is not me, it's my body feels; the body is not me, it's composed of flesh and bone maintained by feeding on food... Anatta.

The difference of whether you are doing "Mindfulness of Vedana" or "Mindfulness of Dharma" here is, that in doing Mindfulness of Vedana, your contemplation is on the feelings. But the other practise is, the feeling lends you to move further working the way to reach "Anatta" (this is the real Vipassana taught by the Buddha, in it one acquired wisdom). When this is mastered, one can immediately see through the veils of illusion and reach into the reality of phenomena.

My speculation is that, these four foundations they must and also not necessary be going from start to end, for we don't know if someone was a Bhikiku or Yogi - so to speak - in the previous lives; whilst some may learning all these at the first time. However, following it from basic to higher level makes logical sense. For if one cannot calm their minds, one cannot do Vipassana. However, doing Vipassana, one, in contemplation, his mind is calm - note the difference of thinking (mind chatting) and contemplation. In normal condition, the easier way to calm the mind is to be mindful of the body; the even easier is to be mindful of breathing. Depends on the practitioner's personal disposition, if one is hard to calm his mind by aiming at calm the mind, contemplate the Dharma may apply to try working the other way round. Sometimes visualization or mantra chanting could be applied to achieve Samatha (止), calm the mind, in Buddhist practice other than Theravada School's.

when and how I am supposed to practice...

Always trust yourself, we tend to underestimate how capable we are able to decide what is right for us due to years molding by education and modern doctrines imposed on us. You may try all out first, get a feeling of each; or do one of it for ascribed period, or choose one to work to reach certain achievement then switch.

do I break it down into different activities

The Buddha concluded that with the body confinement we could perform 4 activities and only: 1)walk 行; 2)stand 住; 3)sit 坐; 4)recline 卧. Each of these activities can be used to practice each of the foundations of mindfulness. However, I found that Mindfulness of Dharma could conveniently be applied when one is engaging in daily going-by, whilst mindful of breathing is harder.

If you're feeling confused, then asking a question here might not be the best approach to solve your problem. All you get is more information and different suggestions. They'll probably just make you think more, and as a result you get more confused.

I noticed that when I am confused what often helps is to find sources for instructions and clarification that I can trust in. For example the original teachings of the Buddha (online translations can be read at accesstoinsight.org or suttacentral.net), texts/audio/video from a well known Buddhist Theravada Monk (Bhikkhu Bodhi, Yuttadhammo Bhikkhu, Ajahn Sumedho, Ajan Jayasaro ...) or even better personal contact to one or some other experienced Buddhist practitioner.

Basic satipatthana formula is

a monk dwells exertive, clearly aware, mindful,

observing the ____{body | feelings | mind | dhamma} in the ____{body | feelings | mind | dhamma},

removing covetousness and displeasure in regard to the world;

Mahā Sati’patthāna Sutta

The key here is removing covetousness and displeasure in regard to the world, that is you do not react to pleasant sensation with craving of unpleasant sensation with aversion, whatever the 4 frame of reference it originates from. More details see this answer and these answers.

In becoming a Bhikku with an idea of performing the practice of breathing towards samatha and vipassana (calm and insight) without first attempting kayagata-satipatthana (mindfulness as regards the body), resembles an owner who yokes the still untamed bullock (an adult bovine animal) to the cart or plough without the nose-rope. Such an owner would find oneself unable to drive the bullock at his desire. Because the bullock is wild, and because it has no nose-rope, it will either try to run off the road, or try to break loose by breaking the yoke. So first and foremost comes the practice of Mindfulness of Body – Kayanupassana.

Practice of mindfulness of body is to overcome the drudgery of binding concepts and views that we form about it. To see the body as it is and to realize what it actually is. So instead of looking at this body as a beautiful body, ugly body or eternal body a person learns to look at the body as it is and avoid the mental pains that are caused by looking at it otherwise. There are four major sections in the satipattana sutta. In Anapanasati – one gets to these steps in its correct order:
(1) mindfulness of body (kayanupassana)
(2) mindfulness of feelings (vedananupassana)
(3) mindfulness of mind (chittanupassana)
(4) mindfulness of mental behaviors (dhammanupassana).

Within the first major section on mindfulness of body there are five meditation methods.
(1) mindfulness of breathing (anapanasati)
(2) mindfulness of postures (iriyapatha)
(3) refelection on internal and external impurities and other vital parts (kunapa)
(4) analysis of four elements (dathu)
(5) reflection on nine stages of a dead body (nava seevaththika)

In Anapanasati, with the development of kayanupassana the meditator is in a position to bring vedananupassana to completion. Contemplation of feelings is nothing but becoming mindful of feelings: pleasant, unpleasant or neutral. Here he remains focused on feelings in and of themselves, ardent and mindful. By concentrating on anapanasati to a higher degree, he then brings the cittanupassana to its culmination. Now he would start to develop dhammanupassana (contemplation of mind contents). To explain how to go about practicing each of these factors is not possible as it will take a lot more than a paragraph or two for each.