If you have only ONE rooster, then you hatch eggs from only that kind of hen. It's easy if that kind of hen lays a different color egg than the rest, otherwise you might have to pen those hens separately for enough days to collect the eggs you want.
If you have more than one rooster, you have to deal with the issue of hens storing sperm. After mating, a hen will usually lay fertile eggs for about a week. She might or might not lay fertile eggs for longer than that. If she mates with several different roosters, she can lay an egg today that was sired by one, and tomorrow an egg that was sired by another one--and it may have nothing to do with which order she mated with them. Three weeks is usually long enough for all other sperm to get cleared out of her system, so the chicks will be sired by the rooster you choose. (There's a few stories of it lasting longer than that, but 3 weeks is long enough in most cases.)
If you have several roosters, you need to pen the hens of one breed away from the other roosters for 3 weeks before you start collecting eggs. It doesn't much matter whether you put the correct rooster in with them for that whole time, or just add him several days before you want to start collecting eggs for hatching. You'll need to keep the hens separate from the "wrong" roosters until you're done collecting eggs for hatching.
Or you could pen most of the roosters separately, starting at least 3 weeks before you want to collect eggs for hatching. Leave just one rooster in the flock, and treat it as a one-rooster flock for however long you are willing to keep the other roosters separated.
I've also read of people who put each rooster in a separate pen, and then grab each hen once or twice a week and put her in with the correct rooster to mate. So each hen can lay fertile eggs, sired by the rooster you wanted her to mate with. This calls for a lot of catching and moving chickens, so it's probably easier to just make pens that hold one rooster and all of the hens you want mated with him.
If you want to hatch lots of different pure breeds, then lots of pens are needed. But if you only hatch eggs in the spring, you could let them all run together again in the summer, fall, and winter (assuming they don't fight too much--that will depend on the temperatments of your specific roosters.)
