This forum IS a good resource, but as it would probably take quite some time to dig out all the info, I'll try to give some hints. I don't have coturnix (I assume that's what you'll be getting) myself, so all I tell you is based on what I've read here..
1) If the brooder is large enough to house all of them till they can go outside, you are not missing a step. There are some specific size requirements somewhere, I don't remember. People sometimes split them up in several brooders as they grow.
2) Breeding pens usually have 1 male and 3-7 females age 6 weeks +. Grow out pens can have both sexes in whatever amounts or all females in one and all males in another. The males tend to start fighting when they are 5-6 weeks old and it can get quite nasty if they are with females. If the males are all in one cage as far away from the females as possible (preferably so far they can't hear them), they are much less likely to fight. You don't want to keep more than one male above 6 weeks of age in a cage that has females - as far as I know, that is the main difference between a breeding pen and a grow out pen. Usually that means you'd have a lower number of birds in a breeding pen and that means it can be smaller.
For the selection of which birds to keep an which to butcher - keep the best. If you want large birds, weigh them and keep the ones that are heaviest at 8 weeks or whenever you want to butcher. If you want calm birds, keep the ones that are most calm. If you want birds that are not picking on each other, mark all the birds you see picking on others an butcher them first. And so on.
3) If you have both males and females in your grow out pen, you could incubate those eggs too. But by choosing the eggs in your breeding pen, you are only getting the genes from your selected birds and not just a random mix of whatever.
It seems people usually slaughter their birds somewhere between 6 weeks an 12 weeks. But the breeders are kept for 8 months to 2 years before slaughter - the meat is best at 8 months and they don't lay as many eggs if you let them live to 2 years. So I guess you could incubate eggs from your breeders for butchering at ~8 weeks for the first few months and then incubate a batch from which you select new breeders when the old ones are 6-7 months old.
4) Nest boxes aren't required, as coturnix are apparently as likely to lay their eggs everywhere else. For those who have their quail on wire, apparently the sand bath is the place the hens prefer to lay their eggs. You can check out this thread for ideas on quail pens:
A chicken coop can work, but quail tend to boink and if the roof is more than ~12 inches high, they can get seriously hurt when doing this. You can pad the roof with foam rubber, plastic mesh suspended below the roof or whatever you can think of, to prevent this.
Edited by DK newbie - 3/31/16 at 11:42pm