It can be very confusing to know what is covered by “Planning-Permission” and what is covered by “Building Regulation”, so can we have a short answer with links please.
Planning Permission determines whether you are allowed to make the change. The DirectGov site has information about when you need to apply. You need planning permission before you start building - ideally before you hire a builder. You will need architects plans to obtain permission.
It is possible to get planning permission retrospectively, but don't rely on this. If you fail you will have to demolish your extension/building and restore the site.
Building Regulations determine whether what you have built is legal (safety, insulation etc.). There's some information on the Government's Communities site
An inspector will visit your site at regular intervals or by appointment during the build to check that each stage meets the regulations. Work shouldn't start on the next stage until this has happened as you might have to redo aspects which would be a waste of time and money.
Some types/size of building/extension don't need planning permission, but will still need to pass inspection. The exemptions will depend on where you are.
This is probably one of those cases where quoting from the linked pages is a bad idea as these can and do change quite frequently and there may be local regulations which supersede the national ones (Conservation areas for example).