After getting the UK student visa, do we receive it directly or do we have to pay the university first?

You do not need to pay the full tuition fees before applying for a UK student visa. Universities ask for a deposit first to confirm your admission and issue the CAS (Confirmation of Acceptance for Studies). For the visa, you must show funds for any remaining unpaid first-year tuition fees mentioned on your CAS, plus the required living expenses. Based on your financial documents the visa officer would make a decision whether or not you should be granted a visa. You are not required to pay the entire tuition before the visa is granted.