At the airport - after landing
On leaving the aircraft, follow the signs for arrivals to go through passport control (international passengers only), baggage reclaim and Customs.
Note that there is likely to be a queuing system in place so check that you join the right one! The Immigration Officer will want to see that your documents are in order, that your passport is up-to-date, check your landing card and visa/entry clearance. Also, have evidence of financial support, your admission letter and your accommodation confirmation, ready for inspection. Part of the immigration process may, if required, include evidence of a recent medical examination or international vaccination certificate.
Airport security: http://www.ukvisas.gov.uk/resources/en/docs/1903073/VAF1D
As part of the immigration process, it is possible that you will be stopped and asked some additional security questions. If there are any problems, or if you have any concerns on arrival regarding your passage through immigration/passport control, ask the Immigration Officer to contact the college. Have a pen ready just in case you have to take down details.
Collecting your luggage (baggage)
Once you have cleared passport control follow the signs to the baggage collection point, which will show your flight number and departure point. You may then proceed through Customs; follow the green light if you have nothing to declare but Customs Officers may ask you to open your luggage, so keep your keys accessible. If in doubt, ask one of the Customs Officers for advice before proceeding.