How do you know the sperm fertilized the egg? like will all of the sperm inside of you instead of falling out of you?

You don't know: There is no way for you to know if a sperm fertilized your egg -- at least not right away. There are literally millions of sperm in a man's ejaculate, and it only takes ONE SPERM to fertilize an egg. You will have the majority of the ejaculate drain out of your vagina regardless of what happens to you egg. The only way to find out if you have made a baby is a pregnancy test 7-10+ days later.

Missed period: You will know that you conceived when you miss a period and have a positive pregnancy test. The sperm are microscopically small and not noticeable to you - you will notice no difference with the semen.