You would normally use masking tape under the cornice and ontop of the skirting boards. You will need a brush or a cutting in tool (sponge thing). Cutting in is where you paint all the outside of the wall (4 sides iykwim). You normally use a brush if you have a really steady hand.

Normally you paint the outside of the wall first (cutting in) then you use the roller for the rest. And you should start the roller in the middle of the wall, then go up and down.