All plants have features meant to avoid self fertilization as it does not allow for the improvement in the genetic characteristics. This is due to the fact that the information contained in the male as well as the female gametes originates from the same plant.
Gymnosperms achieve this by the placement of the female cones on higher branches than the male cones. This reduces the chances of self fertilization as the pollen usually falls downwards, is picked up by the wind and moves towards female cones of other plants.
Even in the varieties of conifers which have male and female cones on the same branch, the female cone is at the tip of the branch and the male cones closer to the stem.
These are some of the ways by which gymnosperms try to encourage pollen moving from one plant to others instead of fertilizing the female cones in the same tree.