It’s hard to figure from most intarsia directions, but each “block” of color that appears, is a separate ball of yarn. So in an intarsia peice, you may have several balls of black yarn, several balls of pink, etc. I hope that makes sense.
I will say this, I have made pieces before where I carry the yarn across to the next place I need it. There really isn’t anything wrong with that, but keep in mind how the piece will be used. It really isn’t popular to do it that way, but I wanted you to know I’ve done it and it’s OKAY. 