It's straw you want, not hay.(*) Most of us have to buy it in.
You don't use an enormous amount of straw on an ongoing basis when the weather is warm/dry, but depending on numbers and size of arc(s), you'll use a few bales setting up.
Buying 2 or 3 weaners with a large arc (big enough to breed in), I'd put bales all around the inside walls to reduce the floor area while they're babies, and scatter half or more of another on the remaining floorspace, to make a deep bed. Then open a bale from time to time as they need more loose straw and/or more floorspace. Keeping them spring to autumn, I'd expect to use maybe three or four more bales overall.
But, if keeping them over winter, you'll use a whole lot more. They need enough to make a deep bed and construct draughtproof banks as needed. They need to be able to dry off as they come in and not have to lie on wet straw. So my routine used to be every day, when the ground/mud is wet and/or it's raining, throw the wet straw out in front of the arc, to help form a doorstep to help dry them as they return to the arc, and replace what's been removed with a few slices of dry. (Don't scatter it about inside for them, just leave the slices inside out of the rain, they'll enjoy scattering it themselves.)
They will be much happier if they have some dry ground to use over winter. Being belly deep in wet cold mud whenever they leave the arc is emphatically not nice or good for them; they'd be far happier indoors with plenty of straw to play with than outside with no hardstanding.
Sorry, I rambled on a bit, didn't I!
(*) Hay = dried grass. Straw = the stems of a cereal crop.