The pollination of cucumber as well as various other cucubits such as cantaloupes and watermelons are very similar. Cucurbit plants like cukes are typically monoecious; that is, they produce separate male and female flowers but on the same plant (hence one plant= (mono)ecious) The female blossoms have the attached ovary that will develop into the fruit.
The top row of flowers in the photo above are males, bottom row females. Note the female flowers two days before bloom and one day before bloom (showing color). The blossom can be taped shut the evening before bloom or place a large gelcap over it to prevent insect pollination then the blossom opens the next morning. Do this for both the female and the male flower which you have selected to be the pollen donor. On the morning the blossoms open uncap or open the taped blossoms and use the male with the pollen bearing stamen at center to dab pollen on the female stigma located at the center of the flower. Then seal the female up again to prevent stray pollen from being brought in by ants, bees and other potential pollinators.
Cucumbers will cross with other cucumbers but not melons. If you plant more than one kind of cucumber it will cross through insect pollination with others open at the same time and to same pure seed you will have to hand pollinate or isolate your plantings in some way.
The pickling cukes that we grow each year (above) were developed from a mass cross of half a dozen kinds including hybrids and were not the work of hand pollinating. Insects worked the flowers of the different kinds of cukes and I simply selected out the fruit of the most productive, disease resistant plants with the type of fruit quality I wanted. After four years of selection, I'm pleased with the result. Black spined cukes (cucumbers have either tiny white spines or black spines if you look carefully at their bumps) like the one developed here at FBF, turn into bloated orange ripe fruit.
Sometimes I will harvest the fully ripe and gourd-like fruit and dump them into a crate, leaving them there until I notice some degree of over-ripening or rot and then I break them open and scoop out the seed into a container such as the plastic pail here to allow a day or two for the gel covering each seed to break down if it hasn't already through the over-ripening process. Then I add a squirt of dishwashing soap and water and agitate the slurry containing the seeds with my hands, dump them out in a strainer or over a screen where I will use a force of water to wash away the slurry and leaving the clean seed on the screen. Out onto some newspaper they go or leave them to dry on the screen in a thin layer at normal summer temperatures.