One way of working in the UK as a foreign national is under the Highly Skilled Migrant Programme (HSMP) where you are able to stay working within the UK for a longer period of time than on a standard working visa.
When you have arranged your working VISA you will also need a National Insurance (NI) number which you can apply for at the Department of Work and Pensions (DWP). This is a personal number that is used to record your NICs. For more information on applying for a NI number visit http://www.dwp.gov.uk/.
Whether you decide to work through an Umbrella Company or PAYE at your agency or client, you will be required to have a UK bank account so that payments can be electronically transferred into that account.
If this is your first time working in the UK as a foreign national you will need to contact the HMRC and complete a form P86. This form will help them decide your residence treatment for income and capital gains tax purposes, and give you the correct level of tax allowances.
A good first port of call for any foreign national wanting to work in the UK would be to visit http://www.ukvisas.gov.uk/