You fill out a form called SA100 and SA101. HMRC will send you these and you can fill them out online too. You may need to do some other supplementary pages; based on the type of income you receive.
You need to submit any paper copy of a return by 31st October.
You need to submit an online version of a self assessment tax return by 31st January.
If you do not meet the deadlines, there are fines and penalties imposed.
However, if you have extreme circumstances which lead to you filing late, such as a death or hospital stay, or even a fire or flood, then you can always explain this to HMRC and they are considerate of such circumstances