Think of each site as a "mini-system" - if you program any single set of site frequencies, you'll only hear that site. If you want to potentially hear the other sites, you'll need to program them as well.
If "fully" programmed as a 5 site system, your radio will attempt to find the better of the sites (signal strength wise) and lock onto that site. When you travel around Jefferson, the radio will/might/could determine that the current locked on site is of poor quality and look, find, and lock onto a different site.
For the system in question, I'd suspect that the Arvada Simulcast is the main site which would carry most/all of the traffic and the other sites have specific purpose - gap filling, facility based, etc.
Keep in mind that you could potentially hear slightly (or even completely) different traffic/activity on each site and some systems have sites where you'll hear no voice activity.