If you have an accident, or think that your employer is exposing you to risks, or is not carrying out its legal duties, you can contact a Health and Safety Executive (HSE) inspector, or your local council inspector.
For example, an inspector visited retail fashion outlet Internacionale in January 2011 after a complaint by a member of staff, and found staff working with the doors open and no heating. The temperature in the store was 7.6oC which fell well below the legal minimum required by the Workplace (Health, Safety and Welfare) Regulations 1992. On the first visit, the shop was served with an Improvement Notice, but on two later visits, below-minimum temperatures were again recorded and the shop was prosecuted and fined £2,000.
In a perfect world, you should first discuss your concerns with your employer, and your union safety rep if there is one. But this isn't always possible, especially if you fear reprisals.