For most schools, they live in university housing just like any other student-- at least for the first few years. Then depending on where they go to school it can change. Some colleges require that their students live on-campus every year unless they pull a lottery number their senior year that grants them off-campus housing. Other schools (especially larger ones in urban areas) have enough housing for the incoming freshmen and most of the upperclassmen and strongly suggest that students find an off-campus place to live.
It all depends on where you go, really. But there isn't any said difference between NCAA players and other students.