That's easy to answer. Hockey is a very physical and fast sport, so you get exhausted in just 40 to 60 seconds, so they change lines very quickly, because otherwise they would be too exhausted after 10 minutes.
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Depending on the league, intensity of the game, teams involved, and strategies, the answer can vary widely.
In the average regulation hockey game, players change about once every 30-45 seconds. The number of players changing at once varies, dependent upon the situation. If the players are changing on the fly, it's most common to either change in two groups, with the defense and forwards changing separately, or dumping the puck in and changing all the players except for one.
If it's a stoppage change, it's most common to change all players at once or not change any at all, but coaches sometimes change only certain players off and it's very unpredictable at that stage.