I stay in quite a lot of hotels (more than I realised when I added up the nights last year!), many of which have pools. All I can say in general is... There is no general rule!
So, what I do first is to grab the guest information directory thingy in the room (normally a binder or little booklet), and check in there under leisure or facilities or spa. Around half the time, the information will be in there. Though, not always where you'd expect - sometimes one section will say "pool on level 2" while another (maybe spa, maybe gym) will tell you about changing areas and lockers!
If that doesn't cover it, then I ring Guest Services or Reception, and ask them. I normally say something like "I'm planning to go for a swim in the pool, and I was wondering if there are changing facilities there, or if I should change in my room first". Sometimes they answer, sometimes they put me through to the pool / gym / spa to ask them. Generally have the full details within a minute of picking up the phone, so not bad.
If the hotel tells you to change in your room, there normally (at nicer hotels) will be a bathrobe in the room. Get changed, put that on top, take a towel if needed, and head on down.
If the hotel says there's changing areas at/near the pool, ask about lockers. Some you may need to bring a coin, others they'll swap for a room key. Others still offer somewhere to change at the pool, but no lockers, so either you then leave your stuff on a lounger / chair where you can see it, or you change in your room anyway!
Most hotels have towels on pool side, or just by where you go out. A handful don't, but they generally make that clear. If the pool isn't the hotel's only (eg it's shared with the hotel next door, or a gym that's open to the public), it's much more likely that you need to take one from your room.
If there's no changing at the pool, and no bathrobe, I'll either leave a tshirt on as I walk to/from the pool, or wrap a towel around myself.
You do sometimes get odd looks in hotel lifts when heading down to the pool fully changed, but more often than not it's followed by someone asking "oh, is there a pool in this hotel?" or "what's the pool like?"
Oh, and tackling one other bit of your question about facilities - again it depends! Some hotels may have a bar at the pool, others a bar in the pool area, some may have a restauranty thing there, some may do pool-side food or drink service, some may have sunbeds / loungers / cabanas etc which you can use, all varies from hotel to hotel. Food stuff should be covered in the guest information, others may or may not, but if you ring and ask they'll know. Most paid-for services would let you charge things to your room, provided you met the hotel's requirements for that (eg had your key envelope with room number on), so you may not need cash even if there are extras at the pool. One exception is in countries with strong tipping cultures (eg the USA), where you might need to bring a bit of cash to tip staff, especially if they're sorting out "free" things for you (eg sorting you out the use of a poolside cabana, or keeping any eye on your stuff while you swim if there's no locker)