If you are coming to the United Kingdom as a full time research student your offer letter from the University should contain all of the information you need to make an application for a Tier 4 visa under the Points Based System.
If your offer letter explains that you need an ATAS certificate you should apply for this via the dedicated Foreign and Commonwealth Office (FCO) website before you apply for your visa. The FCO will email your certificate directly to you as soon as it has been approved. The ATAS process takes at least 20 working days (i.e., about a month) and so you should make allowance for this when you are calculating your anticipated arrival date in the UK.
The UKBA's website has a step-by-step guide on how to apply for your visa, how to complete the application form, and how to extend a visa once you are here in the UK. With regard to visa extensions the Welfare and Immigration desk in our Student Services can help pre-enrolment students with an unconditional offer as well as current students.
The UK Council for Student Affairs has a useful list of frequently asked questions about immigration and visas that you may wish to consult before completing your application form