Systems and individual alters will have their own preferences, so it’s always good to ask what pronouns they’d like you to use. How things generally work, though, is that the entire system is plural – it is multiple alters, and therefore, you would refer to them collectively with plural pronouns (they/them). However, when referring to an individual alter, you’re referring to a single person (he/him, she/her, etc.). This can become a little blurry with non-binary alters who may use singular they/them pronouns. When in doubt, ask.
The main thing is not to be a jerk. If you feel the person fronting doesn’t want you asking about who they are, refrain from referring to them using pronouns, or use the pronouns for the host, who they may be masking as. If an alter tells you their pronouns, though, respect them.