On your UCAS application, you indicate your preferred college, or you can say no preference. Once you have been made an offer, you will be allocated a college soon after. If you accept the offer as your firm choice, you are guaranteed to have a room at that college. If it is your insurance, they try to give you that college but it is not guaranteed.
On results day, if you have met the conditions for the offer, your college allocation will be confirmed. Before the term begins, you will probably receive some sort of form where you indicate your room preference. I say probably because I only know that this process occurs at one of the colleges where all of the rooms are ensuite. I assume that if you prefer a shared or ensuite room, this is where you would indicate that. If you require an ensuite room for medical reasons, I think that you either indicate this on your UCAS form or contact the university separately.
Sorry that I couldn't answer all of the questions but I hope that this sheds some light on the process for you.