First of all - what is the point of moving to the UK? Are you going to get any benefits from relocating? As far as I know, UK is one of the most expensive countries in the EU to live in. With the internet, and especially in this business, I believe your location isn't a primary concern for a success. Well, of course, I'm assuming you don't have any personal reasons to relocate. By the way - where do you live currently?
Technically, you don't need a company to sell a game. Ideally, you will need one. You will be able to manage it separately from your personal finances (a limited liability company is the best option). There is no single recipe that answers your "what will I have to do" question, unfortunately. It all depends on what exactly do you want to do, and why. So... Here's a list of questions you need to answer to get your head cogs turning.
Do you have a game? Do you know how do you want to sell it? Do you know how do you want to market it? Are you going to send it to Valve and hope that they will put it on Steam? Or to Big Fish Games and hope they'll sell it? Do you know who is the target of your game? Do you know how much do you want to charge people for the game? Do you know how many sales can you expect? Do you know how much time did you spend creating that game? Do you want to employ people? Do you want contractors or employees? Are you self-funded or can you get some kind of external funding? If yes, are you willing to share your equity? What are you going to do if the game doesn't sell? What are you going to do if the game sells better than you have expected?
I could go on... This is just to get you started. Good luck.