Egg moves are known as soon as the Pokemon hatches at level 1. However, Pokemon only learn certain moves by breeding, they don't just learn every move from the father.
For example, the only moves Mienshao can learn by breeding are Baton Pass , Endure, Feint, Knock Off, Low Kick, Me First, Smellingsalt or Vital Throw. And it can only learn Endure, Low Kick or Smellingsalt from Conkeldurr.
Check the egg moves section of the Pokedex to see which moves Pokemon can learn by breeding.