Ethanol is trucked to distribution centers and is blended into the gasoline as the tanker trucks are filled like Vic said. A tanker visiting a gas station is either ethanol free, or carrying blended fuel. The only say a gas station owner has is whether to take the fuel or not, he can't change the the ethanol content. In a crunch he may add non-ethanol fuel to his E10 tank since running out of fuel is financial devastation for selling twinkies and beer. This is one reason why the signs say the fuel contains "up to 10%" ethanol.
A couple interesting notes:
For the most part, gasoline is piped to the distribution centers, while the ethanol is trucked (or railed) in. Blended fuel can't be sent through the pipelines we have today.
The 100% ethanol is actually "spiked" or "poisoned" to prevent it being diverted for consumption - it's basically corn white whiskey. The "poison" is usually gasoline.
The idea of ethanol is that it's good for the environment due to its lower pollutants versus gasoline. It is obvious that every 10 gallons of E10 sold at the pump saves the environment one gallon of gasoline being sold at the pump. However, ethanol production and distribution from seed to pump may use more gasoline that it saves. This is disputed because it's calculable, but it's not that easy. The farmer uses fossil fuels (gas/diesel) to transport corn seed to his farm; to plant, grow and harvest it; and to get it to "market." The refinery (distillery?) uses fossil fuels directly or indirectly (buying electricity) to manufacture ethanol. It is then shipped using fossil fuels in trucks and trains. There are also ancillary fossil fuel usages, such as the employees getting from home to work and back, delivery of supplies to the farms and refineries, and the list goes on.... There are also ancillary pollutants involved, such as those released at the distillery during production, farmers burning corn fields, etc.