Generally, there are two methods of doing this, depending upon the nature of the substance being broken down: "destructive distillation" and "fractional distillation".
Destructive distillation is done when solids need to be deconstructed for their individual contents. For example, if you heat wood in a closed container without oxygen present, then you can collect the methane gas that is given off. The wood is forever changed, though, and becomes charcoal.
Most of us are more familiar with the other process, called "fractional distillation" which is used mainly to separate liquids. Fractional distillation is possible because various liquids boil at different temperatures.
A person who makes whiskey back in the woods is using the chemical principle of fractional distillation. He is after only one chemical - ethanol - so he doesn't need to have apparatus that is too precise with regards to temperature, as long as his fire is just hot enough to boil off the alcohol in his mixture.
Usually fractional distillation is more precise than that, and great attention is paid to the various boiling temperatures of the components that make up the substance being distilled. Perhaps the most common example is the fractional distillation (refining) of crude oil.
We will take a closer look at the process of fractional distillation next time.