If I set up a property company and have the rent paid directly into the company and don’t have the rental money paid to me directly, do I still have to personally declare this rental income held in the company in my self-assessment form  for the year the rent money is paid into the company?

If you are the legal landlord, and therefore legally entitled to the rental income, it won't help to divert the rental income to a company, you will still be taxable on it. However, if you rent out the property to the company and allow the company to sublet the property to a third party tenant, then the rent paid by the tenant to the company will only be assessable on the company. The advantage of this arrangement is that you can charge your company a small rent, perhaps equal to your expenses, and your company can charge the tenant the commercial rent ( a much higher figure), so that the real profit is made in the company.