Your prison must have more than one sector since prisoners will be separated into low, medium, and high-security sectors. The first level only has one, but you will find new areas after the second prison.  
Once you could open prisons with more than one sector, you will be able to build cell modules and prison services for different types of prisoners.
When you open a new sector in your prison, the bus will randomly bring these types of prisoners, and they will be located in the proper prison sector.