I'm mainly familiar with using a gc-ms (gas chromatography / mass spec) where you inject a tiny bit of liquid into the machine and the liquid heats up into vapor. The order of elution will depend on boiling points so the more volatile compounds will elute first.
This gets coupled with a MS reading that you match against a known database to identify the compounds.
This is a super crude explanation, I know, but it's for MCAT purposes 🙂