You connect to one host and port every time. Behind it sits a pool of addresses, and the service picks a different one for each new connection. Nothing has to be changed on your side between requests.
Rotation suits work made of separate pages: search results, product listings, price checks. It does not suit anything with steps that belong together, such as a login, because the site would see each step arrive from a different visitor. On PiratProxies, a plain username such as USERNAME rotates; adding a session to the username holds one address.