I've had lots of times but never bled. Whys that? and does the guy know if the hymen is broken or not?

It's normal that you haven't bled. When girls bleed the first time they have , it's because the hymen was broken; however, most girls break their hymen sometime throughout their life before they have (from tampon use, riding a horse, a lot of physical activity, etc), so that's probably what's happened to you.