The different substances in mixtures are usually easily separated from one another. The method you use depends upon the type of mixture you have.
This is good for separating dissolved substances that have different colours, such as inks and plant dyes. It works because some of the coloured substances dissolve in the liquid better than others, so they travel further up the paper.
Filtration is good for separating an insoluble solid from a liquid. (An insoluble substance is one that does not dissolve).
Sand, for example, can be separated from a mixture of sand and water using filtration. That's because sand does not dissolve in water.
This is good for separating a soluble solid from a liquid (a soluble substance does dissolve, to form a solution).
For example copper sulfate crystals can be separated from copper sulfate solution using evaporation. Remember that it is the water that evaporates away, not the solution.
This is good for separating a liquid from a solution. For example, water can be separated from salty water by simple distillation. This method works because the water evaporates from the solution, but is then cooled and condensed into a separate container. The salt does not evaporate and so it stays behind.
This is good for separating two or more liquids from each other. For example, ethanol (alcohol) can be separated from a mixture of ethanol and water by fractional distillation. This method works because the two liquids have different boiling points.