No, they are separate technically. A scholarship (funding) usually must come together with a PhD, but you can be accepted to do a PhD without having a scholarship (funding), in which case you would be looking at self-funding.
To be honest I don't know much about scholarships per se - just research council funding (studentships). In the case of those, you apply for the PhD at the university and you also apply for the funding via the university.
Someone had a similar question below. Not sure if it will help. Others may explain it better!
Best of luck!
First you have to find a supervisor who is happy to supervise you and happy to help you to apply for appropriate funding either in Uni or councils. To be honest, you will hear a lot "I am happy with your application but I have no funding available". Also for non EU students, it is far more complicated. Everyone wants to go to the UK to do a PhD while the funding is limited
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