Connected to the mothership.
There is a big computer in the parallel universe that controls the endpoints of all the portals. Each portal has an identifier number, and when a new portal is created it is by default connected to Portal 0. Then the computer can be used to redirect the portal.
Now portals by default don't care about which universe they're in. When the fourth portal was created it was located by the central computer, which then located the other three, and defaulted them to end at Portal 0.
Portal 0 is of course in the parallel universe.